As a workaround, you could try to force initialization of the class by accessing some static field or method or ask for some metadata (jclass-methods, jclass-name, ...). But I don't know if that's guaranteed to work.
I've got it working once using something like java:jclass in SLIME REPL, but not it doesn't seem to work (in a slightly different environment).
Note that if jar is added to classpath via java commandline Class.forName will work fine. That's probably the easiest way to get it working. Only loading jar dynamically via classloader is a problem.
Or you can revert to Class.forName, but ensuring to use the overload that takes an explicit classloader, and feeding it the one used by ABCL (look in java.lisp to see how to retrieve it).
Just tried it, doesn't seem to work either.