...and my wild guess would be Speak Memory, but it might occur in any of his novels or stories (or his poems). Lolita seems unlikely to me, becuase it does not sound like something Humbert might say. Pale Fire also seems unlikely, at least in the Kinbote passages (although it might be in Shade's poem). The Gift/Дар is much more likely, I can definitely imagine Godunov-Cherdyntsev writing something like this.