This was not needed in the end. I was having trouble with SLIME and I
was getting desperate at one point and starting changing
everything. It turns out I just needed to restart SLIME. At the time
of writing, I didn't know this or how to do that so I only noticed
when I restarted Emacs. It looks like stuff got messed-up in the cache
and SLIME couldn't find files/packages because it was looking for old
one which were either renames or deleted (due to me frantically
changing things).