Before the answer, EMACSLOADPATH (or load-path) isn't related to common-lisp or sbcl (which is a common-lisp implementation). It is an emacs related variable. The root of the confusion is understandable, as emacs is a tool build on its own variant of lisp, elisp, and you write elisp code to extend or configure emacs. Emacs tool has its own elisp engine that runs those elips commands. And then you start using emacs as an editor to write common-lisp code, using plugins like slime to make it easier to interact with sbcl interpreter (or any other slime compatible common-lisp interpreter, for that matter).
For the default load location of common-lisp, load function of sbcl uses *default-pathname-defaults* to form the pathname from the argument, and it is generally set to the current directory (by slime at least - check swank:set-default-directory).
However, if you want an approach similar to python's import, where the function uses a list of directories to search for, I believe there are two options to start with.
- Use quicklisp or asdf, as they are equivalent to python-import, but that probably means you define a 'system' (python: 'module') and use asdf:load-system. Here is an answer for this solution: example of using external libs in common-lisp
- Write a load function yourself, and search for a predefined list of directories for the file name, and form an absolute path then call cl:load with the absolute path you decide.