The correct answer is 3. Lord Jim, because the described sentiment aligns with the themes explored in Joseph Conrad's "Lord Jim".
In "Lord Jim," Conrad delves deeply into the existential isolation of his protagonist, Jim, exploring themes of alienation, personal responsibility, and the loneliness of individual existence. Jim’s struggles with his conscience and his search for redemption in an indifferent universe embody this idea of "loneliness... impenetrable and transparent," as described in the question.
While "Heart of Darkness," "The Nigger of the Narcissus," and "Nostromo" also examine profound themes, including existential issues and human isolation, this specific exploration of the enduring, inescapable loneliness tied to Jim’s moral and existential dilemmas is central to "Lord Jim." This makes it the most fitting choice.