It turns out that VN's homosexual younger brother, the unfortunate Sergei, was a member of the Diaghilev coterie, a very gay coterie as we all know. We also know that VN's relationship with this brother was a fraught, even tortured one of guilt and shame. There are hints in Pale Fire that Shade has or has had, a younger brother.

'A man from Pasadena told me one day that Mrs.Maximovich nee Zborovsky had died in childbirth around 1945; the couple had somehow got over California and had been used there for an excellent salary, in a year-long experiment dealt with human and racial reactions to a diet of banana and dates in a constant position on all four....'
Lolita  Part.8
 
This is an allusion on what was going on with Sergei in Germany in the concentration camp including experiments.
In fact, all the closest members of the vn family - mother, father,dmitri, are mentioned in Lolita.
I think that Vn did not mention Diagilev because he was not interested neither in ballet no music.
Sorry for putting my personal experience - just three days ago I went to the cemetry of St.Michele in Venice where Diagilev and Stravinsky r.i.p. - very  impressive.
 
Best, vladimir mylnikov
 
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