To answer your question, the bottom of your footing needs to be a minimum of 12” below finish grade, where you live. However, I feel you don’t understand the complexity of this project so I’m going to layout a few issues you’ll need to resolve.
First, this wall will weigh about 4,800 lbs. (plus weight of your stone veneer) so if it falls over it’s a dangerous big deal. (The footing will weigh an additional 7,200 lbs.)
Also, you want to know the size of the footing, which is going to be approximately 6-8’ wide x 12” deep with a “ton” of rebar in it.
You call your soil “expansive clay”, which is extremely difficult to design stable footings in it AND may require the footing to be 2-3’ deep (which will increase the weight of the wall by an additional 2,400 lbs.)
You say wind loads could reach 60 mph, but my experience is you’ll have 120 mph gusts every year.
However, you live in a high seismic zone so special consideration should be designed for the connection between the wall and the footing.
I strongly suggest you have a structural engineer (not civil engineer) or architect help you with the design.