Please consider applying the attached patch, which affects swank-allegro.lisp and allows customization of the temporary directory for Allegro CL. It turns out that Allegro's (system:temporary-directory) [which is the default directory used by system:make-temp-file-name] can sometimes get confused on Windows in situations such as with certain network filesystem configurations.  

We will follow up with Franz to understand in more detail what can cause the confusion, but in any case I think it will be useful to be able to customize the location of Slime's temporary files without modifying Slime sources.