Maurice refuses vodka and orders "Kentucky bourbon and branch water". Asking for this is an old fashioned southern affectation. Branch water is either creek water from the headwaters of a creek or aquifer water in limestone country. Branch water simply refers to plain water added to a drink.
Holling's a Canuck, a slang term for a Canadian.
Nikolai calling Shelly "a Nabokovian jewel" likely refers to the significant age difference between Shelly and Holling. Vladimir Nabokov wrote the controversial novel "Lolita," which romanticized the sexual abuse of a 12-year-old girl by her stepfather. Shelly and Holling, however, were both adults when they began their relationship.