I cold crash before transferring to the keg. I do use hop sacks, sanitized, of course, to dry hop homebrew in the keg. I thought it may be the dry hopping. Is it best to let naturally clear or can I use a fining that will not strip the flavor from the beer?
Which way is best is really personal preference. Clear beer is not a priority for me, so I usually prefer not dealing with adding a fining.
I suspect that any flavor-stripping that supposedly results from fining is from opening the keg to add the fining, which allows oxygen ingress, rather than from the fining itself. If you're going to add a fining, try to do so via the gas-in fitting rather than opening the keg lid. When I do add a fining, I use a 20mL syringe connected to a short piece of tubing, which in turn is connected to a gas-in ball-lock connector. I suck up the fining, push out the air and then inject the fining rather than opening the lid and dumping it in. Works well.