It seems that this conversion basically represents resaving of collages from different versions of Collage Maker. Apparently, you can only do that with the original program and no other software will help you with with clgx to clg conversion.
Convert Collage Maker collage to Collage Maker graphic collage.
We found one software available in the database for this conversion.
Microsoft Windows software - convert clgx to clg on Windows
A graphics editor for making collages
Convert from clgx file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.