This one was tough! And it was worth it! Thank you for coming up with such a nice idea!

'refb l miq hj ko n g p a c d '
This test and some other tests fail because of the ORDER of the elements in the resulting array. But according to the description of the kata the order should not be taken into account!
The fail message is that the test expects the first element to be 'g', but my code makes it a 'c', which is correct too and it's just the second element in the tests, not the first like I have it.

PS: To make the tests order-insensitive you could use this code instead:
assertThat(LoneChar.loneliest("refb l miq hj ko n g p a c d ")).containsExactlyInAnyOrder('g', 'c');

That's just my two cents but I was tought that it's better to use only one return statement and a variable that you'll return in the very end :)