I forgot to add one more important connection between Shade and Kinbote/Botkin. While Kinbote imagines himself to be King Charles on the lam, Shade twice imagines himself as royalty in "Pale Fire" (l. 605 & l.894). In the second of these (Sit like a king there, and like Marat bleed) he uses a dissociated perspective to imagine himself both as a king and as the victim of an assassin--the exact scenario envisioned by Kinbote. Surely VN wanted us to notice the coincidence. We then must ask why, and to what end.
Matt