I went to the doctors as I had an appointment anyway which I was going to use to confirm. I used it as an opportunity to "register" it - I believe the NHS are more supportive in treatment/investigation once you hit a marker of loss.
I hope I can help a little bit, I had a m/c at about 6 weeks and had the same, heavy bleeding and clotting, I went to the docs who sent me to the local Early Pregnancy Unit who gave me a scan and confirmed it. They booked me in for an ERPC as not all of it had come out (tmi) and they thought it may have been molar (fortunately after a few weeks of tests it was confirmed 'normal') The EPU were soooo supportive and lovely, which helped alot.
For peace of mind (as sometimes your body may need some help in the natural m/c process) I would go see the doc and as skihorse says, better to get it registered that it's happened too.