One more word on this.  Nabokov's "ex ponto" is a clear allusion to Virgil's Epistulae  ex Ponto (Letters from the Black Sea).  Since Shade had presumably never been on the Black Sea (Latin: ponto) but VN (and CK or VB) presumably had, might VN not be saying that through the  Index runs the  theme of exile?  I.e., a "gentle wind" that both VN and CK share?  But not JS.

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