Does there exists a smooth transitive action of a (finite dimensional) Lie group $ G $ on the Hantzsche-Wendt manifold?
In other words, does there exists a Lie group $ G $ and a closed subgroup $ H $ such that $ G/H $ is diffeomorphic to the Hantzsche-Wendt manifold?
If such a transitive actions exists my guess is that the group $ G $ is the Euclidean group $ E_3 $ or some subgroup of $ E_3 $. Note that $ G $ must be noncompact as all three manifolds with transitive action by a compact group are already given here
https://math.stackexchange.com/a/4364430/758507
Also the group must be at least dimension 4 since all manifolds which are the quotient of a three dimensional Lie group by a cocompact lattice are given here
https://www.sciencedirect.com/science/article/pii/0166864181900183
Some background:
The Hantzsche-Wendt manifold is a compact connected flat orientable 3 manifold.
Like all compact flat manifolds it is normally covered by a torus, in this case $ T^3 $. And moreover (like all flat manifolds) it is aspherical. So it is determined by its fundamental group which is presented in https://arxiv.org/abs/math/0311476 as $$ \pi_1(M) \cong <X,Y:X=Y^2XY^2,Y=X^2YX^2> $$ where $ X,Y,Z=(XY)^{-1} $ are the generating screw motions which square to the translations $ t_1= X^2, t_2=Y^2,t_3=Z^2 $ given in Wolf theorem 3.5.5. Since $ M $ is compact and flat $ \pi_1 $ is a Bieberbach group, indeed it fits into the short exact sequence $$ 1 \to \mathbb{Z}^3 \to \pi_1(M) \to C_2 \times C_2 \to 1 $$ so $ M $ has holonomy $ C_2 \times C_2 $. Abelianizing $ \pi_1 $ we can see that the first homology is $$ H_1(M,\mathbb{Z})\cong C_4 \times C_4 $$ From the short exact sequence above we can see that $ \pi_1 $ is virtually abelian and solvable.