On the theme of American anti-Semitism in Lolita:
There is a good deal, I think, though I've never made a complete list. The ones that jump out in memory are
1) when John Farlow is making an anti-semitic slur that his wife Jean cuts off (p. 79, and in notes).
2) the "Near Churches" signals to travelers that only Christians were welcome at various establishments (p. 261, and in notes).
3) Appel further notes that when Humbert's name is translated into Jewish-sounding "Humberg" by accident, his room at the hotel disappears, and the place is suddenly completely booked (p. 118).
4) Appel also points out that Quilty posits Humbert may be a "German refugee" and says in an admonitory way that, "This is a Gentile's house, you know" (p. 297).
I would add to this list (though I do not claim that they are as explicit as the above references) the questions about accepting "our Christian God" with which Charlotte grills Humbert when she suspects him of having in his family "a certain strange strain" (pp. 74-75), along with the mild inquisition by Miss Pratt about Humbert's religious beliefs (p. 194).
Steven Belletto looked at this theme from a broader perspective in the very interesting "Of Pickaninnies and Nymphets: Race in Lolita" (Nabokov Studies, vol. 9, 2005, pp. 1-17). And Susan Mizruchi also considers it in "Lolita in History" (American Literature, vol. 75, no. 3, September 2003, pp. 629-652).
Given that we know from his own behavior how strongly Nabokov felt about anti-Semitism, I think it reasonable to see this as one of many deliberate themes in the book (I feel that I should always add in regard to intentionality "Not that it matters!" as the theme can be evaluated whether or not Nabokov intended it).
There is more, but I thought a few examples might suffice...
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