The correct answer is option 3, Lhotse Peak.

Option 1, Saddle Peak, is a mountain peak located in North Andaman Island and is the highest point in the Andaman and Nicobar Islands.

Option 2, Mount Thuillier, is also a mountain peak in the Andaman and Nicobar Islands, specifically located in Great Nicobar Island.

Option 4, Mount Diavolo, is another mountain peak in the Andaman and Nicobar Islands, specifically located in Car Nicobar Island.

Therefore, option 3, Lhotse Peak, is the correct answer as it is not a mountain peak of the Andaman and Nicobar Islands.

Alert - correct answer should be Mount Everest instead of Lhotse Peak. Lhotse Peak is actually located in the Himalayas and is the fourth highest peak in the world.