Correct way to say the sentence in the video

Hello,

I am not an english speaker and I was wondering what is the correct way to say the sentence in the video I linked.
VIDEO: https://www.youtube.com/watch?v=iJR5-sYg7i8

Would it be:
"It was in this moment that Nathan knew he f*** up"
"It was at this moment that Nathan knew he f*** up"
"It was in that moment that Nathan knew he f*** up"
"It was at that moment Nathan knew he f*** up"

Or maybe something thats not even listed...

Also would it be correct without the "that" before Nathan?

Thanks!