I've just loaded pgloader successfully on 64-bit Windows into SBCL 2.1.8 straight from Quicklisp. The only snag was that I needed sybdb.dll (which I got from https://github.com/ramiro/freetds/releases), and that in turn required OpenSSL (which I got from https://www.npcglib.org/~stathis/blog/precompiled-openssl/). Then, with sysdb.dll on the path, it loaded correctly. Haven't tried how it works, though. I don't even have an MSSQL installation, so there's that.