A click when braking in a new direction.

Both of my cars, Camry and Prius do the click when brake is applied first time in reverse.

 

Happens in mine, too. I'm not even slightly concerned.

 

maybe the caliper or pads shift slightly.

 

Bisco is correct, its the pad that is most likely shifting.. the pad kind of "floats" in the bracket.. there are little clips to keep it in place, but they're "springy".. so they could shift left and right.. the noise is most likely the metal backing plate of the brake pad that is hitting the bracket before it "bounces" back to its resting position

Maybe a picture would help:




The metallic noise you hear when hitting dots on the road or expansion joints on the freeway, I hear that too sometimes. I have alwaya suspected it was some heat shield on the exhaust or something that would rattle when it hits a big bump. Also, I only hear it when I have a window down.. I've never noticed it when my windows are up. People who have taken their cars to the dealer seem to get "nothing wrong" answer, like yourself.

So like markable, I don't worry about it.

 

This is very common in disc brake cars. The pads can slide forward or backward, to allow room for thermal expansion (they get HOT!). So when the car is cold, and you go backwards and hit the brakes, the pads slide backwards about 1/4" and then click. Then, when you shift into D and move forward, they click again when you first brake. Perfectly normal.

Don't know about the rattling over expansion joints, but probably not related at all.