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compile-time processing of REQUIRE

Am I correct that REQUIRE forms appearing at top level are not supposed
to be evaluated at compile time?  It is not in the list of magic
functions on p. 182 of CLtL.  However, both VaxLisp and Lucid attempt to
process them at compile time.  Has there been a proposal to make REQUIRE
magical, that I haven't heard about?

The reason why this behavior is causing a problem for me is that I have
a number of modules which involve several files.  I've found it
convenient to put all of the external interface stuff (EXPORTs, etc.) in
a separate file and have it REQUIRE the remaining files.  When I compile
this top-level file, sometimes these other files don't exist yet:  I
haven't compiled them yet, or I haven't copied the files to the place
where REQUIRE wants to look for them, or whatever.  If this is not the
way REQUIRE was intended to be used, can somebody tell me how it *is*
supposed to be used?