> Can you provide some more details, please: what exactly do you mean
> with "using the initial thread" versus "using another thread", what
> exactly do you do, how exactly does SBCL crash, etc.

I am sorry.
Jean claude beaudoin's post at http://permalink.gmane.org/gmane.lisp.steel-bank.devel/12936 explains very well the problem
You can also download cl+j source code from http://common-lisp.net/project/cl-plus-j/ and read the source file sbcl_repl.lisp