Symbolism, Imagery, Allegory
We argue in "Style" that "Spring in Fialta" is sort of like a painting or mosaic; it’s a piece of art. If this is true, then its palette has two basic color groups: blues/purples, and reds/oranges. Nabokov, being Nabokov, finds about fifty different ways to express the former, including: "pale bluish," "glaucous," "marine," "slate-blue," "violaceous," plain old "blue," "violet," "aquarium," "sea-blue," "purpures," and "hazy blue." Once you start looking, you’ll see that a lot of the story’s details come in blue, from the Englishman’s wandering eye to the vases on the table to the rug in the Paris hotel where Victor and Nina once hooked up. Anything related to the "somnolence of [Fialta’s] humid lent" is blue or purple. It’s calming, or, as Victor says, it "especially anoints one’s soul."
Then you’ve got your reds and oranges, which we see most prominently in the circus posters. From the "tomato-nosed clown" to the "red hussar and […] orange tiger," these colors are associated with energy, change, activity, and because the circus causes Nina’s demise, death. Once you know the ending, reds and oranges pop out of "Spring in Fialta." We see them in the oranges the little boy is carrying, and the "crimson" drink resembling "pigeon’s blood" which Ferdinand sees the Englishman drinking and orders himself, right before Segur discusses a woman named "Ruby Rose." All of these are more and more hints of the impending ending to "Spring in Fialta."
(And if you like this sort of thing, you should go through your text and look for the word "yellow.")