Common Lisp is great, I'm sure, but it's a bit of a nonstarter for me because most of my work is Spark ETL and machine learning. I can theoretically sneak some hy in for low-visibility code but I can't do the same for Common Lisp.
> no closures in Hy last time I checked
I don't know when the last time you checked was, but as far as I can tell hy definitely has closures. It largely follows Python semantics, after all.
If you're (very) motivated you could try MGL or CLML! https://github.com/melisgl/mgl - https://github.com/mmaul/clml - https://github.com/CodyReichert/awesome-cl#machine-learning
MGL's auhor [won](https://github.com/melisgl/higgsml) the Higgs Boson ML Challenge.