We measure the near-resonant transmission of light through a dense medium of potassium vapor confined in a cell with nanometer thickness in order to investigate the origin and validity of the collective Lamb shift. A complete model including the multiple reflections in the nanocell reproduces accurately the observed line shape. It allows the extraction of a density-dependent shift and width of the bulk atomic medium resonance, deconvolved from the cavity effect. We observe an additional, unexpected dependence of the shift with the thickness of the medium. This extra dependence demands further experimental and theoretical investigations.