The writer-monad-protocol for lists uses concat in writer-m-combine, the result of which has type LazySeq. However, LazySeq does not have an implementation in writer-monad-protocol (the first example, using vectors, shows expected output):

{{
user=> (use 'clojure.algo.monads)
nil
user=> (domonad (writer-m []) [_ (domonad [_ (write "foo")] nil) _ (write "bar")] 1)
[1 ["foo" "bar"]]
user=> (domonad (writer-m ()) [_ (domonad [_ (write "foo")] nil) _ (write "bar")] 1)
IllegalArgumentException No implementation of method: :writer-m-combine of protocol: #'clojure.algo.monads/writer-monad-
protocol found for class: clojure.lang.LazySeq clojure.core/-cache-protocol-fn (core_deftype.clj:527)
}}

I suggest changing the protocol extension to ISeq as in the attached diff. With that change:

{{
user=> (use 'clojure.algo.monads)
nil
user=> (domonad (writer-m []) [_ (domonad [_ (write "foo")] nil) _ (write "bar")] 1)
[1 ["foo" "bar"]]
user=> (domonad (writer-m ()) [_ (domonad [_ (write "foo")] nil) _ (write "bar")] 1)
[1 ("foo" "bar")]
}}