Low-energy excitations of a single water molecule are studied when confined within a nano-size cavity formed by the ionic crystal lattice. Optical spectra are measured of manganese doped beryl single crystal Mn:Be3Al2Si6O18, that contains water molecules individually isolated in 0.51 nm diameter voids within the crystal lattice. Two types of orientation are distinguished: water-I molecules have their dipole moments aligned perpendicular to the c axis and dipole moments of water-II molecules are parallel to the c-axis. The optical conductivity σ(ν) and permittivity ɛ'(ν) spectra are recorded in terahertz and infrared ranges, at frequencies from several wavenumbers up to ν = 7000 cm(-1), at temperatures 5-300 K and for two polarizations, when the electric vector E of the radiation is parallel and perpendicular to the c-axis. Comparative experiments on as-grown and on dehydrated samples allow to identify the spectra of σ(ν) and ɛ'(ν) caused exclusively by water molecules. In the infrared range, well-known internal modes ν1, ν2, and ν3 of the H2O molecule are observed for both polarizations, indicating the presence of water-I and water-II molecules in the crystal. Spectra recorded below 1000 cm(-1) reveal a rich set of highly anisotropic features in the low-energy response of H2O molecule in a crystalline nano-cavity. While for E∥c only two absorption peaks are detected, at ~90 cm(-1) and ~160 cm(-1), several absorption bands are discovered for E⊥c, each consisting of narrower resonances. The bands are assigned to librational (400-500 cm(-1)) and translational (150-200 cm(-1)) vibrations of water-I molecule that is weakly coupled to the nano-cavity "walls." A model is presented that explains the "fine structure" of the bands by a splitting of the energy levels due to quantum tunneling between the minima in a six-well potential relief felt by a molecule within the cavity.