Episode 4, you ask? It's a valid question, given Episode 3 was long-awaited, yet never appeared - but it seems a fourth DLC for Half-Life 2 was also in the works by Arkane Studios, and a new documentary on the company by NoClip shows footage of what was to be.
The documentary is titled "The (Untold) History of Arkane Studios" and chronicles their history and past projects, including Half-Life 2: Episode 4, also known as "Return to Ravenholm." The footage was teased via Twitter by NoClip, and shows ten seconds of footage from the game.
The DLC took players back to Ravenholm before the events of Episode 2. It was canceled around the same time as Episode 3, as the concept was felt not to make sense to Valve's writer at the time, Mark Laidlaw. It lines up with information that appeared when Laidlaw revealed details of Half-Life's plans, including concept art, following his departure from the company.
The documentary promises to reveal several canceled projects that the developer worked on, including another canceled Valve game, The Crossing. NoClip documentaries are crowdfunded and have produced various high-quality releases, including documenting the development of The Outer Worlds, so this should very much be worth watching.