Does it surprise you that the cleric could not find a country to grant  the him a transit visa  ?

Not really, there are pressures being placed by some countries on  others to deal with anybody even remotely suspected of having ties to  suspected groups. The legality of the situation is one thing, but any  law has to be applied in any particular case as well and there is always  some variability.

At present I assume that even without any pressures,  most countries are not really keen on handling anything like this... so  they just avoid any problems.

Beyond appealing to the High Court of Kenya, can the cleric take his case to an agency of the UN or to the World Court in the Hague?  

He could take the case to both a national or an international  court.  Most likely a higher court in either one of the involved countries is  the best remedy, because extradition is not guided by an supranational law, but by the laws of nations.

What are the international rules regarding deportation, particularly of those deemed to be security risks ?

This matter is guided by extradition laws, which regulate the delivery of a person who is suspected or has been convicted of a crime  by one country to another country. Extradition is regulated by extradition treaties between countries on a bilateral basis.

Extradition treaties vary depending on the countries involved. For instance, in some  countries, extradition of a citizen of that country is prohibited.

What international mechanisms are in place to track individuals who  on terrorism watch lists ?

Many of these mechanisms are in fact not primarily legal such as extradition, but are extra-judicial, that is they are executed at the  level of police, enforcement and intelligence agencies. For instance,  the police can communicate information and requests through Interpol, or they can entertain direct contact with police from another nation.

What reforms to international law have been enacted since 9/11 ?

Mostly nations have strengthened their existing laws to enable more  cooperation/extradition. Also many forms of cooperation among law enforcement and intelligence have been elaborated, at all levels, both
between nations and at the international level, Interpol, Europol and so  on.