I'm not sure tooltips can receive a WM_LBUTTONDOWN. You could try using the TTM_RELAYEVENT message that's meant for passing a mouse message to a tooltip control for processing, something like this:

    protected override void WndProc(ref System.Windows.Forms.Message m)
    {
        const int TTM_RELAYEVENT = 0x407;
        if (m.Msg == TTM_RELAYEVENT)
        {
            Message relayed = (Message)Marshal.PtrToStructure(m.LParam, typeof(Message));
            if (related.Msg == WM_LBUTTONDOWN)
            {
                // Do something
            }
        }

        base.WndProc(ref m);
    }