Yesterday was a lucky day: I compiled SBCL with sb!vm:*backend-page-bytes* = 2097152. There were several problems preventing doing this, but, hopefully, all of them are solved. At least, I'm able to run new core and do everything, what comes in mind, for example, load ZeroMQ2 bindings.
Next step is to teach memory allocator to mmap() pages from hugetlbfs. That will give SBCL real 2mb pages, not 2mb regions composed of 4kb chunks.