It should be possible to use Clozure CL or CLISP as a host to build SBCL. In make.sh, adjust SBCL_XC_HOST value to use one of those. 
Regarding the crash - I have seen something similar reported in Launchpad, but I don't know the issue status.

Regards,
Roman

2011/2/22 Chavdar Ivanov <ci4ic4@gmail.com>
On 22 February 2011 09:37, Elliott Slaughter <elliottslaughter@gmail.com> wrote:
> It would appear that src/runtime/Config.x86-win32 has set CC=gcc-3. New
> MinGW installs now come with GCC 4, causing the build to break. Patch:
> --- Config.x86-win32~   2011-02-19 19:39:59 -0800
> +++ Config.x86-win32    2011-02-22 00:48:38 -0800
> @@ -34,7 +34,7 @@
>  ASFLAGS = $(CFLAGS)
>  CPP = cpp
> -CC = gcc-3
> +CC = gcc
>  LD = ld
>  NM = nm
> Other than that it builds fine (assuming the contribs below are supposed to
> fail).
> WARNING! Some of the contrib modules did not build successfully or
> pass their self-tests. Failed contribs:"
>   sb-posix
>   sb-simple-streams
> Interestingly, I was able to do two clean installs of quicklisp using sh
> run-sbcl.sh, but when I built an installer and used that, it complained
> about sb-posix being unavailable. So I'm not sure whether I would call this
> "fixed". At least it didn't crash with the old errors.
> On Tue, Feb 22, 2011 at 12:10 AM, Roman Marynchak
> <roman.marynchak@gmail.com> wrote:

The compilation process described expects to use sbcl 1.0.37 to
bootstrap the new one. The problem is sbcl 1.0.37 always fails for me
on Windows 2008R2 - almost immediately after starting it...

Chavdar Ivanov

>>
>> Hi Elliott,
>>   Could you please try to build and use the latest SBCL, as described
>> here: http://sbcl-internals.cliki.net/Build%20on%20Windows ?
>>   It may be that some issues are fixed since 1.0.37. In case you see the
>> same on 1.0.46, please create tickets in Launchpad.
>> Thank you,
>> Roman
>>
>> 2011/2/21 Elliott Slaughter <elliottslaughter@gmail.com>
>>>
>>> Hi all,
>>> I recently managed to produce 3 separate crashes on 64-bit Windows 7
>>> while using quicklisp.
>>> The crashes seem to be intermittent, although I have been able to
>>> reproduce them semi-reliably by deleting my ~/quicklisp directory and
>>> installing a fresh copy.
>>> Let me know if I should create a bug report for this or if I can in any
>>> way help debug this.
>>>
>>> First crash:
>>> $ sbcl
>>> This is SBCL 1.0.37, an implementation of ANSI Common Lisp.
>>> More information about SBCL is available at <http://www.sbcl.org/>.
>>> SBCL is free software, provided as is, with absolutely no warranty.
>>> It is mostly in the public domain; some portions are provided under
>>> BSD-style licenses.  See the CREDITS and COPYING files in the
>>> distribution for more information.
>>> This is experimental prerelease support for the Windows platform: use
>>> at your own risk.  "Your Kitten of Death awaits!"
>>> * (ql:quickload "cl-zmq")
>>> fatal error encountered in SBCL pid 2216:
>>> GC invariant lost, file "gencgc.c", line 936
>>>
>>> Welcome to LDB, a low-level debugger for the Lisp runtime environment.
>>> ldb> backtrace
>>> Backtrace:
>>> ldb>
>>> Second crash:
>>> * (ql:system-apropos "zmq")
>>> fatal error encountered in SBCL pid 3080:
>>> GC invariant lost, file "gencgc.c", line 936
>>>
>>>
>>> Welcome to LDB, a low-level debugger for the Lisp runtime environment.
>>> ldb> backtrace
>>> Backtrace:
>>> ldb>
>>> Third crash:
>>> * (ql:quickload "lispbuilder-sdl")
>>> Final object pointer FB840001, start FB840001, end 02A90525
>>> fatal error encountered in SBCL pid 4620:
>>> GC invariant lost, file "gc-common.c", line 211
>>>
>>> Welcome to LDB, a low-level debugger for the Lisp runtime environment.
>>> ldb> backtrace
>>> Backtrace:
>>> ldb>
>>> --
>>> Elliott Slaughter
>>>
>>> "Don't worry about what anybody else is going to do. The best way to
>>> predict the future is to invent it." - Alan Kay
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> The ultimate all-in-one performance toolkit: Intel(R) Parallel Studio XE:
>>> Pinpoint memory and threading errors before they happen.
>>> Find and fix more than 250 security defects in the development cycle.
>>> Locate bottlenecks in serial and parallel code that limit performance.
>>> http://p.sf.net/sfu/intel-dev2devfeb
>>> _______________________________________________
>>> Sbcl-devel mailing list
>>> Sbcl-devel@lists.sourceforge.net
>>> https://lists.sourceforge.net/lists/listinfo/sbcl-devel
>>>
>>
>
>
>
> --
> Elliott Slaughter
>
> "Don't worry about what anybody else is going to do. The best way to predict
> the future is to invent it." - Alan Kay
>
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