I have that problem with the gathering ending right after I start it too! I think it's because one of the sims in the club has low needs, so they are trying to leave your lot and go home, but they can't leave because you captured them. And since you can't make the club members take care of their needs, I don't know how to fix it. It's the main problem in one of my games where I am trying to have sims that I captured be in a painting club.
Maybe because the club gathering keeps ending that would explain the rest of your problems with them not changing into outfits, and not doing the club activities. They would have to be in a current club gathering to do the activities.
