Loving this game, even though we usually lose

The card with "The Storm" event states that "each investigator discards clues equal to the number of RUMOR mythos cards in play."

My question is where do these clues come from? The investigators stock (if any), those on the map or a mixture of both?

We played it that investigators lost their own clues (2 each because we had 2 rumors in play), but that meant one player didn't discard any, it didn't seem right to me that there wasn't a penalty for him not discarding anything.

Whenever you're instructed to "discard" something, it refers to something that is among your possessions. Reference guide, pag 5, under Discarding, first bullet point:

An investigator can discard only his own possessions and Condition cards.

I pulled that card yesterday and as we didnt have any clues we had to resolve another Mythos card.

The storm card says you should resolve a Rumour Mythos card, but how are you supposed to pull one if you arent allowed to look at the Mythos deck? We just took the top card.

Text on the card:

The Storm

Each investigator discards Clues equal to the number of Rumor mythos cards in play.

If there are no Rumor Mythos cards in play, draw and resolve 1 Rumor Mythos card from the game box.

Two notable things:

1) nothing is said about drawing another mythos card if you cannot play the clue cost. Instead, each investigator much pay as much of the cost as they can. Agree, they could have put a penalty if you couldn't pay the entire cost, however losing clues is pretty bad (and not keeping any clues around is risky if you end up drawing All For Nothing)

2) If there is no rumor in play, then the new card doesn't come from the pre-constructed mythos deck, instead it comes from the out of play cards.

Text on the card:

The Storm

Each investigator discards Clues equal to the number of Rumor mythos cards in play.

If there are no Rumor Mythos cards in play, draw and resolve 1 Rumor Mythos card from the game box.

Each investigator discards clues equal to the number of rumor mythos card in play. That may be 1 or 2 (all the current AOs have 2 rumors in his/her mythos deck. If one of those rumor cards is in play, everyone must discard a clue. If both are in play, everyone must discard 2 clues. (if there's some investigator with no clues, that investigator/player doesn't need to discard anything)

IF NO rumor cards are in play. You go to your game box (cards that were removed from the game), get all blue border (rumor) mythos cards, make 1 pile and choose one randomly. Now, this one you just draw is in play. You don't draw anything from the current mythos deck (nor its discard pile) already in play.

P.S.: Discard piles don't count as "game box".