No.
Assume contrariwise that such sequences existed. Let $s,s+r,s+2r,s+3r,\ldots$ be the one with minimal $s$. If $\gcd(s,r)>1$ then both $s$ and $r$ are divisible by $p\in\\{2,3\\}$. Then the sequence $s/p,s/p+r/p,s/p+2r/p,\ldots$ would be another sequence violating the minimality of $s$.
Therefore $\gcd(s,r)=1$. But then Dirichlet's theorem tells us that there are infinitely many prime numbers in that sequence.