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I see. Since there's no CL related error or message this'll require some deeper debugging, unfortunately. 
Seems like there's an issue rendering any of the textures. I don't know that I'll be able to debug that without a test bed, but it may be helpful to know what version of OpenGL you have.

You could install one of the viewer tools, like hwinfo etc, but one dumb easy way to check would be:

(ql:quickload :cepl)
(cepl:repl) ; This should pop up a window

Alternatively, you can edit `res/lvl/main-menu.lvl`, and at the very bottom of the file add:

(print (gl:version))

That should show the version in the console window.
Thanks! Sorry for the hassle.