The correct answers are albeit, Be that as it may, and To that end.

albeit: A formal conjunction meaning "although," perfectly suited to directly modifying the adjective phrase "highly suspicious." Notwithstanding is a preposition that requires a noun object, and nevertheless is typically used to begin an independent clause.

Be that as it may: A discourse marker meaning "despite that fact" or "nevertheless." Inasmuch as means "since," which doesn't fit the logical contrast of the traveler's thought process.

To that end: Means "in order to achieve that goal" (the goal being to blend in). Conversely would introduce an opposite point, and in retrospect implies looking back with regret rather than explaining an action taken to achieve a specific purpose.