Has there even been a clinical study where healthy volunteers consented to be infected with a pathogen?
This is a great biological question! It asks a lot about how empirical science is done in the field of modern biology. I'm glad we encourage such questions from curious people who want to learn more.

One can't easily separate ethics from how biology is done, as much as some people have tried. (Though I suppose some have made bioethics into a separate and successful media career, so it can be done in that way.)
In addition to the comment-answer about the Tuskegee Study, Nazi doctors in Germany performed experiments without consent, which included infecting concentration camp prisoners with the bacteria that cause tuberculosis.
Your question is about volunteerism, however, and the victims of the United States and Nazi Germany did not give full — or any — consent to experimentation.
In this week's issue of Nature, there is a news article which interviews bioethicist Nir Eyal about a recent preprint, of which he is a primary author.
In this interview and in the preprint, your very question about coronavirus vaccine research, specifically, is discussed, as it concerns the matters of consent, ethics, and safety of doing accelerated biological research about this virus in a time of emergency.
In answer to your first question about modern clinical studies, Dr. Eyal notes:

Are there any precedents for infecting healthy people with a pathogen?
We do human-challenge studies for less deadly diseases quite frequently. For example, for influenza, typhoid, cholera and malaria. There are some historical precedents for exposure to very deadly viruses. The thing that demarcates the design that we propose from some of these historical instances is that we feel there is a way to make these trials surprisingly safe.

As an example, there was a challenge trial for malaria performed in 2012. Healthy individuals were bitten by mosquitoes carrying the malaria parasite and then treated with antimalarial therapies.
Clinical trials are done under the aegis of government agencies with review and approval processes, some of which are described on the FDA web site. IRBs or Institutional Review Boards provide oversight:

Under FDA regulations, an IRB is an appropriately constituted group that has been formally designated to review and monitor biomedical research involving human subjects. In accordance with FDA regulations, an IRB has the authority to approve, require modifications in (to secure approval), or disapprove research. This group review serves an important role in the protection of the rights and welfare of human research subjects.

History does guide us to worry about the ethical issues surrounding medical trials, especially under exploitative regimes that leave people to fend for themselves during a time of global crisis:

Do you worry that countries with authoritarian governments could conduct such studies on vulnerable groups, such as prisoners or members of persecuted minorities?
We would only recommend conducting the studies in an ethical fashion, with fully informed consent. Vaccine makers want to sell their product to other countries. They want to publish their scientific articles in prestigious journals and there would be many obstacles if their trial doesn’t adhere to widely accepted standards.

But in the modern age, in non-corrupt regimes, science does aim, for the most part, to do the right thing, and there are methods and regulatory mechanisms in place to try to enforce societal standards that move us past the days of Tuskegee and Nazi concentration camps.