thus spoke Sebastian Tennant sebyte@smolny.plus.com:
The steps to execute are:
shell$ sbcl * (load ".../slime/swank-loader.lisp") * (swank-loader:dump-image "sbcl.core-with-swank")
Try using the :TOPLEVEL parameter for SB-EXT:SAVE-LISP-AND-DIE to set SB-IMPL::*DEFAULT-EXTERNAL-FORMAT* to :UTF-8.
Apparently LC_CTYPE isn't properly slurped from the environment when loading an image.