Let's identify the underlined portions of the sentences:
-
Mr. Davis's jokes are so funny, even the bad ones.
- Underlined words: "even the bad ones"
- Type: Phrase
-
The hero arrived at the last minute.
- Underlined words: "at the last minute"
- Type: Phrase
-
I played the new album, listening closely to each song.
- Underlined words: "listening closely to each song"
- Type: Phrase
-
Jaden wants to eat at DaVinci's, his favorite restaurant.
- Underlined words: "his favorite restaurant"
- Type: Phrase
In summary:
- Phrase
- Phrase
- Phrase
- Phrase
None of the underlined portions in the given sentences are clauses; they are all phrases.