Explain what the "yellow pall" is and what things in Davis's story it is attached to.

A "pall" is a shroud, and the "yellow pall" is in some cases a literal yellow light that casts a sickly glow over things and in other cases is used metaphorically to describe something being figuratively covered with gloom or failure. The story is the first thing described this way, then the light that comes before the hurricane, and finally the light surrounding the sick man in his bedroom.