This is what we found once we reached our destination:
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Unfortunately, we were enable to climb it, us the ground on which it is located belongs to a private person (and, moreover, it is surrounded by a fence). It is possible though to climb it (or at least get closer to it), if you are willing to pay a little bit of money and you are there during regular day hours (if I remember correctly the gate to Finger Klip is open between 9am and 4pm). Finger Klip is located somewhere between Outjo and Khorixas.