I tried cl-openal on ccl 32bit, with alut.dll and openal32.dll.
Results in lisp crash.
I think game programming with common lisp on windows is something nobody tried to do.
Maybe I should search for other options beside lisp dialects. I got through pain with gambit and chicken, there it's the same, everyone seems to use linux, and all code is tailored to it. Maybe racket... lets see.