Update: I’ve a better solution / more detail about this here: Slime with SBCL and ASDF 2 on Gentoo.
Today I started slime and received an error about ASDF 2:
; loading #P"/usr/share/emacs/site-lisp/slime/swank-loader.lisp"
debugger invoked on a SIMPLE-ERROR in thread
#<THREAD "initial thread" RUNNING {AB1E779}>:
ASDF 2 is not compatible with ASDF-BINARY-LOCATIONS, which you are using.
...
Turned out this was due to an SBCL upgrade, so a downgrade by masking anything above sbcl-1.0.19.
In /etc/portage/package.mask:
# sbcl-1.55-r1 (not sure about 1.0.45) generated error about ASDL 2 when started via slime.
>dev-lisp/sbcl-1.0.19
Then emerge sbcl.
This downgrade altered /etc/sblrc to setup ASDF instead of ASDF2, so I presumably could have altered ~/.sbclrc and started SBCL with –no-sysinit.