The push button for the tailgate (if it fits like others I've seen) it may be an idea to pop that out and unplug it before pulling the tailgate trim off. Again if it's like others it will just be a slide on electrical clip that will only fit on one way. It just stops any potential snapping of a wire if the tailgate drops as you pull it off, as all the weight of the tailgate would be pulling/hanging on that switch/wire.
Also try to pull it straight off, (I can't see how those clips fit exactly) but some clips slide onto the trim and then push into the body. If you let the trim slide to one side you may find that the clips slide out of the trim and stay in the car body. If that did happen a tool such as this is ideal https://www.eurocarparts.com/p/am-tech-door-upholstery-remover-553777400