The most confusing and difficult lighting exists at what time?
a. in the morning.
b. mid-afternoon.
c. twilight.

This is confusing as we have twilight because of Earth's atmosphere so there is still some light in the sky even after the sun has settled down. The reason for it might be some of the light scatters through small particles in the atmosphere that appears due to the system of nature. Though this does not take place at any other time of the day which is also a system of nature.  

Option C - Twilight.

Explanation

It is the time between the daylight and darkness, whether that is after sunset or before sunrise. It's a time when the light from the sky appears dispersed and often pinkish. The sun locates below the horizon, but its rays are scattered by Earth's atmosphere creating the colors of twilight.