Enter this directory and run:
nix-shell
If you have direnv installed, just enter the directory and it should automatically load it for you.
Now you can run SBCL with arrow-macros on the ASDF path, plus all its dependencies (which includes Alexandria):
sbcl --script <<EOF
(require "asdf")
(asdf:load-system "alexandria")
(print (alexandria:iota 3))
EOF
You could also for example run emacs from this shell to have access to SBCL from within it.