Esp32 i2c read command produces no clock signal
However there is no clock for reading the response from sensor. The CLK line remains low for another 41 ms.


RTFM (or the SHT21 datasheet in this case). The E3 command is "hold master" mode - the datasheet explicitly says:


  the SCL line is blocked (controlled by sensor) during measurement process 


So eveything normal in your logic analyer shot above.


  But shouldn't then the ESP32 continue with the reading clock afterwards?


Depends on how I²C is implemented - and whether clock stretching is actually supported. Some TWI implementations may not support slave clock stretching.

Note that the 41ms dead time could also trigger the watchdog. 

I recommend trying no-hold master mode with properly timed read access, that is 85ms for 14-bit T and 29ms for 12-bit RH according to the datasheet.