There is one slider control - "Turn display off after:" It also puts the rest of the computer to sleep UNLESS you check options like "Prevent computer from sleeping automatically when the display is off."
You clearly want the computer to stay awake when the display goes to sleep, which is why I suggested that option. However, if the computer is in the middle of a process like a download, then it is NOT inactive - going to sleep occurs when it is inactive.
If you want the computer to stay awake when the display sleeps, you may want to use Screen Saver in addition to the Energy Saver controls.
The operating system is fairly intelligent about energy savings - I suspect you're looking for more settings than are necessary.
Normally, if you close the clamshell, the whole computer goes to sleep. However, if you have an external display connected and powered on, closing the clamshell turns off only the display.