The idea that Shade or Kinbote is the inventor of the other is another theory entirely, a theory that Nabokov himself ridiculed.
Dear Dmitri,
By a stroke of luck, I have found it. The source was yourself, as referenced in Boyd's "Magic of Artistic Discovery" book on page 115:
"Dmitri Nabokov, the novelist's son and translator, joined the Internet discussion with his recollection that his father thought the idea that either Shade or Kinbote could have invented the other barely less absurd than the idea that each could have invented the other..."
A footnote provides the source as Nabokov-L, January 8, 1998.
Carolyn