First, and most important, do not store your Damascus (or any high carbon) knives in their leather sheaths. A sheath is to protect you from the edge while wearing the knife, not
To clean the knife simply wash in warm soapy water (I like Dawn dish soap), rinse well and dry completely. As soon as the knife is dry it will begin to oxidize. Do not wait to protect the surface. Your list of treatments is fine (although I really don't care for WD-40) and will work along with many knife-specific treatments on the market.
My favorite is Renaissance Wax and I use it to protect the entire knife. This microcrystalline wax-polish is remarkable and a canebrake regular for all my guns and knives.
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