You made me insecure now. S02E04, 10:30 minutes in. But it is not the scene I meant. I know those words, but if it's not the Maynard-one, I'm not entirely sure where to look.
Now as I think about it: It could be a bit later in that season - that other pilot Keffer asks about the shadows (which he has seen at the end of this E04). Do you remember in what episode the dialogue between Keffer and the pilot happens?