Not my area of expertise, but these are my thoughts on the subject.
If you want mechanical clips on the connector assembly itself, you are probably going to want to stay away from mezzanine or back plane connectors. I usually associate these larger mechanical standards where the card itself has the mechanical fastening with screws, either to a chassis (backplane) or to the other board (mezzanine). You'll probably find more luck with edge connectors, but that looks like another beast.
You also need to make sure you use something designed for multiple cycles if you plan on swapping frequently.
If I was looking for something I would just brows samtech, molex, or just digikey and filter until I find something that suites my needs.
For hot swap, you also have to make sure you have something that is designed for that, usually that means some longer pins on ground to make sure you're not having any surges on data lines.