For those complaining about this, I finally found time and there were only three small bugs:
CLX requires recursive locks, but ECL now makes non-recursive the default. I fixed CLX in ECL.
Stumpwm uses the old ASDF-ECL building routines instead of the new and improved ASDF-BUNDLE which is standard and supported by ASDF (Faré).
Stumpwm's RELOAD kept a reference to ASDF which should not be there for standalone programs, since ASDF is not used in that case.
The patches are here https://dl.dropbox.com/u/23177754/stumpwm.patches