I am interested in learning functional programming languages.
However I am not able to get the complete list of Functional Programming Concepts and languages that support them.
Haskell /Lisp are pure functional languages.
Smalltalk is Pure OOP.
Indeed, a lot requests for thoughts, you touched too many areas to answer somewhat clear and to the point.
I'd say don't get stuck on particular language. As a programmer you most likely will need to know more than one. Bjarne Stroustrup says, you need to know about 5 languages (<-- link) reasonably well.
However, not just the languages, but concepts are the ones you need to understand, irrespective of the language in use.
I'm reading just now book about functional programming, and in a book is mentioned, that there is no such thing as funcional language, however, there is functional programming and its concepts, and some languages are more friendly to these than others.
Scala's functional programming features support is better than Java's is, but you perfectly could write imperative code using Scala or Haskell (which has even stronger functional programming support).
Clojure you touched, is one of JVM languages, I wouldn't say it has no demand, have friends who work with it. You need to like Lisp (as it is similar to it), which has various descendants, including Racket (I love that language).
I would say you don't need to differentiate a lot OOP and functional programming, I think they complement each other, rather than otherwise. Having said that - Java also can be used implementing functional programming concepts (especially with Java 8).
I find my answers get a bit messy in thoughts, I think you'll have to narrow down the area of questions, so the community could step-in more precicely.