Humbert and Lolita are definitely being followed as they continue their journey west. Humbert refers to his shadow as "Detective Trapp," identifiable by the "Aztec Red Convertible" he drives (2.18.1).
Not knowing that "another Humbert was avidly following Humbert and Humbert's nymphet" (2.18.2), he actually thinks they are being pursued by a detective. Still, he considers that he may be just going mad and hallucinating all of the evidence that they are being watched.
One day, he actually does witness Lolita talking to a man with whom she seems quite familiar. He bears a strong resemblance to Humbert's relative Gustave Trapp, which is where the nickname Detective Trapp comes from. Lolita says she was just giving him directions, but Humbert doesn't buy it.
They arrive in the town of Wace where they attend a summer theatre production. The images of the play distinctly recall the work of James Joyce, and he considers that the authors, Clare Quilty and Vivian Darkbloom, lifted the idea directly from Joyce. A passing view of the authors excites Lolita, which Humbert finds peculiar.
Teasingly, Humbert says "I thought […] Quilty was an ancient flame of yours, in the days when you loved me, in sweet old Ramsdale" (2.18.32).