A chance reference to "Lenore" in the chapter related to "sublime Dublinois" [ Lolita: "I choose? C'est entendu?" she asked wobbling a little beside me. Used French only when she was a very good little girl.[...]"Okay. Entendu. Now hop-hop-hop, Lenore, or you'll get soaked."]  and the proximity bt. Appel's notes on Joyce and Lenore, led me to...Arcady itself,ie,Zembla & New Wye. This happened because A.Appel's clarification led me to VN's own notes ( EO, vol III pages 152-54) where I found out that the Lenore theme, that originally comes from a German poem by Bürger, passes thru Goethe's Erlkönig riding in the wind, Pushkin's "Zhenih"and only then it reaches E.A.Poe (but it also initiates with Poe because of the connection VN had earlier established on bt. forever-lost Lenore/Lolita and the raven-theme). 

Here are some excerpts from VN's EO: 
 "Lenore is the celebrated ballad written at Gelliehausen, near Göttingen, in the summer of 1773, by Gottfried August Bürger [...] This pattern is exactly imitated by Zhukovski [...] and is exactly the stanza of Pushkin's The Bridegroom (Zhenih,1825), a poem far surpassing in artistic genius anything that Bürger wrote. His Lenore owes a great deal to old English ballads; his achievement is to have consolidated and concentrated in a technically perfect piece the moon-tomb-ghost theme that was, in a sense, the logical result of Death's presence in Arcadia, and the cornerstone of Goethe's Romanticism {...} Incidentally, the idea of magically rapid transit occurs, with a curious echoing ring about it, in The Song of Igor's Campaign,  ... concerning a necromancing prince (Vsleslav), the latter is said to have been able to travel so fast...a kind of Slavic Michael Scot[...] After Lenore, grieving over her William's absence...her lover, a dead man by now, comes to fetch her[...] Off they go in the famous lines[...]Und hurre hurre hop hop hop!....

Reading Nabokov's notes on EO we see the non-chronological mixture relating the Lenore-theme to Raven/Gradus, the latter set in close association to death, dementia and Arcady (who is Michael Scot?)
Btw: New Wye must be Arcady, the Second, for Kinbote's Zembla and his crossing-over seems be related to Arcady, the First ... 
In PF Lenore herself is already lost ( I don't suppose she could have been represented by Hazel Shade, inspite of Goethe's "cornerstone of Romanticism" in PF's Erlkönig reference and prowling Kinbote...).

Jansy

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Quotes from Pale Fire:
1. Jakob Gradus called himself variously Jack Degree or Jacques de Grey, or James de Gray, and also appears in police records as Ravus, Ravenstone, and d’Argus. p.77,line 17
2. "Six o´clock  was being chimed[...] I reached Arcady... p.158
3.. ... Shade penned this lambent line (the last one on his twenty-third card) Gradus, alias Degré, had flown from Copenhagen to Paris, thus completing the second lap of his sinister journey! Even in Arcady am I, says Death in the tombal scripture. p.174, line  286
4. "I know who you are," cried Bretwit [...] The vulgar nuisance of it! Nothing is sacred to you, neither cancer, nor exile, nor the pride of a king" (alas, this is true not only of Gradus — he has colleagues in Arcady too). p.180, line 286
5. Zemblan theologians who generally hold the view that even the most demented mind still contains within its diseased mass a sane basic particle that survives death [...] Personally, I have not known any lunatics; but have heard of several amusing cases in New Wye ("Even in Arcady am I," says Dementia, chained to her gray column).  p237, line 629
6. I spent a couple of pleasant months visiting the libraries of New York and Washington, flew to Florida for Christmas, and when ready to start for my new Arcady p.249,line 691 
7.Where was I? Yes, trudging along again as in the old days with John, in the woods of Arcady, under a salmon sky. "Well," I said gaily, "what were you writing about last night, John?" p.259 line 802
8.... the particular dislikes, and hence the motives, of our "automatic man," as I phrased it at a time when he did not have as much body, did not offend the senses as violently as now; was, in a word, further removed from our sunny, green, grass-fragrant Arcady. [...] so that in final judgment of the Gradus versus the Crown case [...] we may concede, doctor, that our half-man was also half mad. p.279 line 949
9. The madman sat on the porch step, dazedly nursing with bloody hands a bleeding head  [...]at the bottom of a closet, from which I exited as if it had been the end of the secret passage that had taken me all the way out of my enchanted castle and right from Zembla to this Arcady. p.295,line 1000