You can do this, but this is quite a lot of work: you must implement all the interfaces associated with the sequence yourself and delegate most of them to your lazy segment. Here's a sketch:
(defn my-range [i limit]
(let [ret (lazy-seq
(when (< i limit)
(cons i (my-range (inc i) limit))))]
(reify
clojure.lang.Counted
(count [this] 10)
clojure.lang.Sequential
clojure.lang.ISeq
(first [this] (.first ret))
(next [this] (.next ret))
(more [this] (.more ret))
(cons [this x] (.cons ret x))
(empty [this] (.empty ret))
(equiv [this x] (.equiv ret x))
(seq [this] (.seq ret)))))
, (my-range 1 3) , , 10, .