매달리다 means begging somebody. So 매달리지 마 means 'stop begging me'.
와 is an inflectional form of the verb '오다' which means 'come' in English. 오다 can be used in various sentences with slightly different meanings.
Basically, 오다 means "Someone or something moves and gets closer to the point where I am." It can also mean that a specific moment or a season has arrived.
Hence, 이제 와 means 'now' or 'at this belated time'. Considering the context of the lyrics, the phrase also means 'eventually' or 'finally. So the sentence of the lyrics means "Finally, you are crying and begging me but stop it because it's too late to change my mind."
And I checked the MV of 2NE1 and checked the gesture of Sandara, but I don't find a special meaning from it. As a native Korean, I think it is just a meaningless gesture she made.