JM to JA: I stand corrected: you are not referring to ordinary reality, but to how VN's characters handle or wave it away and also to Nabokov's observation that he tends "more and more to regard the objective existence of all events as a form of impure imagination" (SO 154). Still, I don't think that VN, like his heroes, is "waving reality away", but striving to enhance his consciousness about the "infinite number of variations" he may experience.
Perhaps he was only speaking from a natural-scientist's point-of-view, or using a mystic intuition. Social life feeds on discourse, propaganda, gossip and lies (Cesar's wife knew that she also needed to look like an honest woman: to be honest is never enough or even... necessary.) to engender visible, palpable effects on  "reality" which one cannot wave away without becoming mad (btw: I see your point qua P.Roth's "grayness", with brilliant exceptions).
 
The central issues of "Ada" follow Van's musings and one of these is, indeed, similar to VN's:
Van Veen: "In every individual life there goes on from cradle to deathbed the gradual sharpening and strengthening of the backbone of consciousness, which is the Time of the strong[...] (A, 559)because unconsciousness "envelops both the Past and the Present from all conceivable sides." 
VN :"The cradle rocks above an abyss, and common sense tells us that our existence is but a brief crack of light between two eternities of darkness." (SM,19)
 
"Flesh and blood existence, wispy dreams, shadows and books" happen in  linear calendric time, whereas I always understood "Ada" as a book that was structured self-referentially (there is a  suggestion that the albums Ada and Van investigate in the attic, with inkblots, maidenhair and pressed flowers, is the book they will have - and already had - "died into.").
Nabokov reader's choices always reveal a little about who they are: singularities. There's no available common-sense reality to unite their points of view... 
 
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J.A: "the made up world turns out to be more durable than reality".
JM: "reality" is also made-up, although built by a consensus ( or, as a colleague of Van's once stated,"reality is a shared delusion") what seems to have been "lost, died, faded away" in "Ada" is...a consensus about "Ada"? 
J.A.: I do not mean "consensus" when I speak of reality, but merely the concrete limitations in the facts of material mamalian existence, which seem so overwhelming, heavy and immovable by comparison to the fantasies of books. Nabokov and his heroes at times try to wave this sort of thing away--there is no "reality", "reality" is just the invention of philistines and bourgeois journalists,[...]but experience tells us you can't wave those things away[...] The central issues of the book are about the real world vs. the inner creation through imagination, and also mortality[...] Van wants his creation to stand in for flesh and blood existence, but it can't. Yet oddly, that's all we have in the end, wispy dreams and shadows and books[...]
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