C-u C-s allows you to search for a regexp forward. C-s again recalls the last regexp used.
The following function finds the beginning of the next highlighted region. It prompts for a highlight color so that is not really comfortable. I know it but I do not know the exact circumstance you want to use it. You can easily improve it.
The slime REPL buffer is is REPL mode. You can get information about the mode with C-h m. That is useful in that it shows you the keymap for the mode, and among other things, you will see that C-c C-p is bound to slime-repl-previous-prompt. Here is an excerpt from the description:
REPL mode defined in ‘slime-repl.el’:
Major mode for interacting with a ...
backward-sexp, bound to C-M-b by default`, would do it. Of course, if you’re nested inside several s–expressions then you would need to press it multiple times.
So perhaps you want beginning-of-defun, bound to C-M-a, instead.