Hi,
I have made a new release of CL-GD which now has support for creating animated GIFs. It will be contained in the next Quicklisp release. Meanwhile, you can download it from github (https://github.com/downloads/edicl/cl-gd/cl-gd-0.6.0.tar.gz). Please report any issues that you may find as a github issue (https://github.com/edicl/cl-gd/issues).
Enjoy, Hans