The equivocation that associates a "stiletto cloak and dagger style" to  "regicide/stillicide" shines out more clearly in French. As it happens with a redundant "bright" (étincelant)*, demanding our attention.  CK reminds us of Hardy's verse before he adds a few lines, as if he were quoting him. However, Hardy wrote:"They’ve a way of whispering to me — /...Of a ripple under archways, /or a lone cave’s stillicide." Therefore, Kinbote's bright iteration (associated to frost and to eavesdrop) must be an accident in style, a deliberate mockery or warning signal. 
I clicked on a search for  "Robert Frost Eavesdrop" and got interesting results on "dewdrops from the eaves" and on eavesdropping (that may not be new to the Nab-List?).
(a) "Robert Frost Farm manager Bill Gleed says he's had it confirmed by Frost's family -- the great poet, born in San Francisco, absorbed the rhythms of New England speech by eavesdropping on the kitchen telephone in the era of the party line." (Proust's snooping wasn't at all technological, he must have applied dorophones!);
(b) Frost (as it is said of Blake, Yeats, Goethe, Novalis, Hugo, Rimbaud, Baudelaire...) used gnostic models in his poems.  "This supposed nature poet represents his harsh landscapes as a full version of the Gnostic kenoma, the cosmological emptiness into which we have been thrown by the mocking Demiurge. This is the world of "Mountain Interval" (1916), "the Demiurge's Laugh" in a Boy's Will (1913) ..." Cf. "Harold Bloom, Jesse Zuba - 2003 - Juvenile Nonfiction";
(c)  "Frost wrote the concluding and conclusive Emersonian irony for all his work in the allegorical "A Cabin in the Clearing," the set-piece of In the Clearing (1962), published for his eighty-eighth birthday, less than a year before his death. Mist and Smoke, guardian wraiths and counterparts, eavesdrop on the unrest of a human couple, murmuring in their sleep. These guardians haunt us because we are their kindred spirits, for we do not know where we are..." We are "too sudden to be credible," and so the accurate image for us is 'an inner haze,'...."  (Harold Bloom,2003) 
Now, the specific reference which might be related to "Pale Fire" :
"Let us pretend the dewdrops from the eaves
Are you and I eavesdropping on their unrest--
A mist and smoke eavesdropping on a haze
--" **

As we can see Frost, like Shade (and Hardy), mentions "whisperings" and "murmurs," set to disturb a couple with far away "Alderking" intimations, but bearing no dangerous "stilettos" through  their "stillicide" tactics. If, like Nabokov, Shade has anything to do with a "Gnostic literature" he must belong to an optimistic lineage...
* "les sveltes stylets d'une stalactite de glace", p.62. ( the svelte/Stilettos of a frozen stillicide)  
"...le bric à brac y crée/ Une nature morte bien dans son genre: le presse papiers...", p.64. (Its trivia create/A still life in her style: the paperweight...)
CK: "Mon dictionnaire définit stillicide comme "une succession de gouttes tombant des gouttières, chandelles de glace, stalactite". Je me rappelle l'avoir recontré pour la première fois dans un poème de Thomas Hardy. Le gel étincelant a éternisé l'étincelante chandelle de glace. Nous devrions également remarquer l'allusion en style de cape et d' epée que si reflète dans les "sveltes stylets" et l'ombre de régicide dans stillicide." (p.107)
(My dictionary defines it as "a succession of drops falling from the eaves, eavesdrop, cavesdrop." I remember having encountered it for the first time in a poem by Thomas Hardy. The bright frost has eternalized the bright eavesdrop. We should also note the cloak-and-dagger hint-glint in the "svelte stilettos" and the shadow of regicide in the rhyme.)
**- Last verses from "A Cabin in the Clearing" by R.Frost
Listen, they murmur talking in the dark
On what should be their daylong theme continued
Putting the lamp out has not put their thought out.
Let us pretend the dewdrops from the eaves
Are you and I eavesdropping on their unrest--
A mist and smoke eavesdropping on a haze
And see if we can tell the bass from the soprano.

Than smoke and mist who better could appraise
The kindred spirit of an inner haze.
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