To add to what Chris has said, there is actually more going on here. Even in accents that retain the /ɔ/ (open O), the O in “clog” is originally not even the /ɔ/ phoneme. There are, however, a few US accents that retain the /ɔ/ and have converted the O in clog (and random other words ending in -og or -ong) into the [ɔ] sound. The same is true of the word “on”. Anyhow, both pronunciations are correct. Americans with the don / dawn (not necessarily the cot / caught) merger (as well as most Canadians, who usually realize both phonemes as /ɒ/), will pronounce them the same (as /ɑ/) in any event. Just copy what your friends say and don’t give it a second thought.

American English has a variety of dialects. The New Oxford American Dictionary gives both pronunciations. clog [ klɑɡ, klɔɡ ] In large parts of the U.S., clog is pronounced [klɑɡ] because the [ɔ] vowel has disappeared. Your friends are presumably from a region where [ɔ] still exists. More information: https://en.wikipedia.org/wiki/Cot–caught_merger