Did y'all miss the fact this is the shotgun forum, and the OP's question is about HD shotgun ammo?
To be fair, the OP doesn't specify shotgun anywhere in his post.
i'll take those nine that make it through several layers of clothing over those 27 that don't any day of the week.
Clothing is a non-issue. People get hung up on clothing for two reasons I can think of. One is the M1 Carbine "bounced off clothing" myth from the Chosin (there's a lot going on with this one, good topic for a separate post, but suffice it to say... no) and (mostly, IMO) hollow point tests showing heavy clothing to be a weakness for poor designs. For the record, the problem with a poorly designed hollowpoint isn't that heavy clothing reduced penetration; it's that it increases it by clogging the cavity and making the HP perform like an FMJ or round-nose.
Even with heavy clothing, #4 Buck is going to perform just fine. A few layers of denim or a warm jacket (warm jackets and coats are mostly air or they wouldn't insulate for shit) isn't going to slow the stuff significantly.
As far as the more/less wound channel discussion it's not much of an issue. The pattern will be so tight at HD distances that the wound channels will effectively be connected. The good of #4 buck is it won't have as much energy left if/when it exits the bad guy. The bad of it is the pattern gets wider faster, so you increase the risk of pellets going where you didn't point them.
The possibility of pellets going where they're not pointed is one of my top reasons for not recommending a shotgun for home defense. It's much easier to account for lead when you aim and send only one at a time. When you aim and send 9-24 of them in a go, you're opening the door for mistakes.