3 works for me- the colon doesn't, and I don't like the position of 'at least'in the last. I don't think we need the comma in 1, but the semi-colon works.
Those are actually Kurtz's last words, but you are also quoting Conrad, which makes it a little complex. You could argue for "'The horror. The horror.'" I'd use a semi-colon as it's a literary quote, rather than direct speech.
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