Well, though this works with sb-eval contrary to the case of using sb-fasteval. That reminds me of another (past) issue that was alike at sb-fasteval only: https://bugs.launchpad.net/sbcl/+bug/1722715

Putting here backtrace if it can say something.

Backtrace for: #<SB-THREAD:THREAD "main thread" RUNNING {1001C08083}>
0: (SB-ALIEN-INTERNALS:%LOCAL-ALIEN-ADDR #<SB-ALIEN-INTERNALS:LOCAL-ALIEN-INFO (forced to stack) (SIGNED 32)> 2)
1: (SB-INTERPRETER::GLOBAL-CALL #(#<FUNCTION ALIEN-FUNCALL> #<sexpr DGEMM... #x1001C52F63> #<sexpr TRANSA... #x1001C52FA3> #<sexpr TRANSB... #x1001C52FE3> #<sexpr (ADDR M)... #x1001C53023> #<sexpr (ADDR N)... #x1001C53063> #<sexpr (ADDR K)... #x1001C530A3> #<sexpr (ADDR ALPHA)... #x1001C530E3> #<sexpr A... #x1001C53123> #<sexpr (ADDR LDA)... #x1001C53163> #<sexpr B... #x1001C531A3> #<sexpr (ADDR LDB)... #x1001C531E3> ...) #<SB-INTERPRETER::SYMBOL-MACRO-ENV {1001C52083}> #<unused argument>)
2: (PROGN #(#<sexpr (VALUES NIL)... #x1001C52153> #<sexpr (ALIEN-FUNCALL DGEMM TRANSA TR... #x1001C52123> #<sexpr (SETQ LDC #:INITVAL380)... #x1001C520F3>) #<SB-INTERPRETER::SYMBOL-MACRO-ENV {1001C52083}> #<unused argument>)
3: (SB-INTERPRETER::LET/SPEC #<SB-INTERPRETER::FRAME {1001C3EB73}> #<SB-INTERPRETER::SYMBOL-MACRO-ENV {1001C3EAA3}> #<unused argument>)
4: ((LABELS SB-INTERPRETER::LET*-BIND :IN SB-INTERPRETER::APPLY-LAMBDA) 13 13)
5: ((LAMBDA (&REST SB-INTERPRETER::ARGS) :IN SB-INTERPRETER::APPLICATOR/GENERAL) "n" "n" 2 2 3 1.0d0 #<SB-ALIEN-INTERNALS:ALIEN-VALUE :SAP #X1001C37010 :TYPE (* DOUBLE-FLOAT)> 2 #<SB-ALIEN-INTERNALS:ALIEN-VALUE :SAP #X1001C34C40 :TYPE (* DOUBLE-FLOAT)> 3 0.0d0 #<SB-ALIEN-INTERNALS:ALIEN-VALUE :SAP #X1001C3B4B0 :TYPE (* DOUBLE-FLOAT)> 2)
6: ((LABELS SB-INTERPRETER::RECURSE :IN SB-SYS:WITH-PINNED-OBJECTS) (#<sexpr C... #x1001C3B633>) #<sexpr (DGEMM "n" "n" N M K 1.0d0 (PO... #x1001C3B673>)
7: ((LABELS SB-INTERPRETER::RECURSE :IN SB-SYS:WITH-PINNED-OBJECTS) (#<sexpr B... #x1001C3B5F3> #<sexpr C... #x1001C3B633>) #<sexpr (DGEMM "n" "n" N M K 1.0d0 (PO... #x1001C3B673>)
8: ((LABELS SB-INTERPRETER::RECURSE :IN SB-SYS:WITH-PINNED-OBJECTS) (#<sexpr A... #x1001C3B5B3> #<sexpr B... #x1001C3B5F3> #<sexpr C... #x1001C3B633>) #<sexpr (DGEMM "n" "n" N M K 1.0d0 (PO... #x1001C3B673>)
9: (PROGN (#<sexpr (SB-SYS:WITH-PINNED-OBJECTS (A... #x1001C3B533> . #<sexpr C... #x1001C3B563>) #<SB-INTERPRETER::VAR-ENV {1001C3B0B3}> #<unused argument>)
10: ((LABELS SB-INTERPRETER::LET*-BIND :IN SB-INTERPRETER::APPLY-LAMBDA) 2 2)
11: ((LAMBDA (&REST SB-INTERPRETER::ARGS) :IN SB-INTERPRETER::APPLICATOR/GENERAL) #2A((2.0d0 1.0d0 6.0d0) (7.0d0 3.0d0 4.0d0)) #2A((3.0d0 1.0d0) (6.0d0 5.0d0) (2.0d0 3.0d0)))
12: ((LABELS SB-INTERPRETER::APPLY-IT :IN SB-INTERPRETER::%EVAL) #<FUNCTION SB-IMPL::%DEFPARAMETER>)
13: (SB-INT:EVAL-IN-LEXENV (DEFPARAMETER C (MM A B)) NIL)
14: (EVAL (DEFPARAMETER C (MM A B)))
15: (INTERACTIVE-EVAL (DEFPARAMETER C (MM A B)) :EVAL NIL)
16: (SB-IMPL::REPL-FUN NIL)
17: ((LAMBDA NIL :IN SB-IMPL::TOPLEVEL-REPL))
18: (SB-IMPL::%WITH-REBOUND-IO-SYNTAX #<CLOSURE (LAMBDA NIL :IN SB-IMPL::TOPLEVEL-REPL) {1001C1639B}>)
19: (SB-IMPL::TOPLEVEL-REPL NIL)
20: (SB-IMPL::TOPLEVEL-INIT)
21: ((FLET "WITHOUT-INTERRUPTS-BODY-35" :IN SAVE-LISP-AND-DIE))
22: ((LABELS SB-IMPL::RESTART-LISP :IN SAVE-LISP-AND-DIE))