| Quote #1
[Blomkvist:] "I assume that something happened to Harriet here on the island […] and the list of finite suspects consists of the finite number of people trapped here. A sort of locked room mystery on an island format?" (5.13)
This is, in fact, Henrik's theory. He's isolated from figuring out the truth because he won't entertain other possibilities. His mind is like a locked room. On some level he knows this, which is why he calls in Blomkvist.
| Quote #2
[Blomkvist] could not for the life of him understand how he had allowed Vanger to talk him into this assignment. (8.118)
If Blomkvist wasn't feeling isolated as a result of being set up by Wennerström and being convicted of libel, fined, and sentenced to a prison term, Henrik probably couldn't have convinced him.
| Quote #3
[…] [Martin] had taken the train home to Hedeby, arriving so late that he was stranded on the wrong side of the bridge accident and could not cross until late in the evening by boat. (8.145)
Martin is isolated on the other side of the bridge from Harriet when she goes missing, which means he's outside of Henrik's pool of suspects. It's funny because Martin has everything and nothing to do with her disappearance.