Okay, I'm having a little difficultly in understanding the language within this novel. I'm really struggling with Kurtz's final words in the HOD. I'm wondering why in the world would its author choose these words as the last thing for Kurtz to say, what does he even mean by horror? And why in the world would the boat captain lie about the words to Kurt financee?
This is it, I mean, one cannot get bigger than this. I am going to take the symbolic approach that others have hinted at in other discussions. I think it's a way to describe colonization from the insider's point of view. Kurtz saw it from both angles, as someone new to it and then, after time, someone who fully grasped it in all of its terror. All of what Kurtz did in the name of "civilization," everything that was undertaken under the guise of "progress," and the strides that the West made under colonization can be summed up in one word: "The horror." In another manner, perhaps this is what will describe what Kurtz will endure in the afterlife. I think that this idea was taken from another discussion, but it does apply here, especially if one subscribes to the logic that at the last moment of life, one sees what is ahead. For Kurtz, his last words might speak to that reality, as well.
Good points. I'd only add this: sometimes it's better to leave a horror unnamed (or, in this case, unclear). And I think there's good reason for this. I'm sure you remember Poe's short story "The Pit and the Pendulum." In it, of course, is a pit. Something horrific is in there, we know; exactly what it is, we don't know.
Let's imagine that Poe described a pit full of snakes. There would be those who would not find that particularly horrific. If it were a pit of seething rats, some would ask if that's the best he could do. Instead, he has the character simply saying something like "Oh, the horror!" Then he backs away from the pit, knowing the alternative is a red-hot steel wall which will certainly burn his skin in a matter of minutes. Whatever was in the pit was that bad. It's genius. I get the same sense in this novella, and it works for me not to have anything more specific.
Interpreting the meaning of "The Horror" has been a question asked since the initial publication of the novella. Even Conrad himself was reluctant to define it too explicitly. In general terms, the horror is all that Kurtz has witnessed: the exploitation of Africa, the evil within the heart of humans, his own crumbling sanity, the illusion of hope and understanding, etc.
In many ways, Marlow's lie to Kurtz's Intended at the end of the novella is Marlow rejection of complete acceptance of Kurtz's worldview. Marlow refuses to believe that things are as bad as Kurtz believes them to be and his lie is a way to suppress those beliefs. His lie also protects Kurtz's fiance from knowing of the evil and terror that possessed him in his final days.