The sign with the team is not work. The team is displayed just as text.

Please provide the exact command you're using.

/setblock ~ ~1 ~ minecraft:wall_sign 4 replace {Text2:"{clickEvent:{action:\"run_command\",value:\"say Hello world!\"},text:\"TEST\"}"}

This command works in 1.8.8 if click to sign.

You need to stricktify your json in the sign's Text1/2/3/4 tags, see MC-83460

So?

/blockdata ~ ~1 ~ {Text1:"{text:1,clickEvent:{action:run_command,value:\"say Hello World!\"},bold:true}",Text2:"{text:2,bold:true}",Text3:"{text:3,bold:true}",Text4:"{text:4,bold:true}"}

Still not working

You didn't read MC-83460 at all, did you

Use

/blockdata ~ ~1 ~ {Text1:"{\"text\":\"1\",\"clickEvent\":{\"action\":\"run_command\",\"value\":\"say Hello World!\"},\"bold\":\"true\"}",Text2:"{\"text\":\"2\",\"bold\":\"true\"}",Text3:"{\"text\":\"3\",\"bold\":\"true\"}",Text4:"{\"text\":\"4\",\"bold\":\"true\"}"}

Work! Thank you!)