The phrase, "only birds are able to throw off their shadows," seems to be from a lyric by Rod McKuen, although there are several websites that link the phrase to Nabokov without - frustratingly - actually indicating where or when it was written.  It certainly does not appear in Selected Poems (2012).  Interestingly a French version of the final two lines - "Notre imagination vole. / Nous sommes son ombre sur la terre" - appears on several sites with Nabokov's name attached to it, but with the exception of "Mademoiselle O" and his 1937 Pouchkine ou le vrai et le vraisemblable I am largely unfamiliar with Nabokov's works in French.  That might be a potential avenue of inquiry though.  It is certainly frustrating that quotations posted online rarely if ever indicate the place of origin; however, I'm sure VN (and Vivian Darkbloom) would be amused.