I haven't gotten stumped yet; haven't even had to guess at the last word remaining on the final try. I suppose that you could find four words that would be near impossible for most good guessers to get, just because the spellings would be unusual for English, and the letters wouldn't line up, or there would be too many alternatives for at least one of the words ... BOTOX, YUMMY, GUPPY, QUEUE ...
All languages choose among possible vocal sounds as meaningful, and exclude the rest as either impossible or as "allophones" of the sounds they recognize. They also choose among possible strings of sounds, possible ways words can begin, and possible ways they can end. Here are combinations that are NOT English words, but COULD BE:
SHIMP
LUDDY
CROY
BEFINGER
CHEELING
But these could never be English words, unless they were borrowed:
WLONC
HRAEW
FNORT
MEOTOD
OFTEAH
SWULGON
YWAN
And yet ... there is something odd about those words I've listed above....