That's not possible, right?

That's actually what the "start_locally" does, but the missing part is starting it on another machine without the agent (I mean it totally doable, and if important I can explain how, but this is probably not what you are after)

I really need to have a dummy experiment pre-made and have the agent clone the code, set up the env and run everything?

The agent caches everything, and actually can also just skip installing the env entirely. which would mean very little overhead.
If you want the agent to just run on your local machine with no venv installation what so ever:
CLEARML_AGENT_SKIP_PIP_VENV_INSTALL=1 CLEARML_AGENT_SKIP_PYTHON_ENV_INSTALL=1 clearml-agent daemon --queue "default" --foregroundnotice I added --foreground so it is running everything in the foreground instead of as background service so it is easier to debug / stop