Which of newtons three laws states that momentum can be transferred between object but cannot be lost?

2nd Law!

It's a combination of the 2nd and 3rd Laws.

Imagine two objects A and B with masses Ma, Mb; and initial velocities Va and Vb.

When they collide, A exerts a certain force on B, call it "F_ab", for a certain time interval t. This causes B to change its velocity by a certain amount ΔVb. The acceleration of B is therefore (by definition) ΔVb/t, and by Newton's 2nd Law:

F_ab = (Mb)(ΔVb/t)

or:

(F_ab)t = (Mb)(ΔVb)

But note that (Mb)(ΔVb) is just the change in B's momentum, which we can call ΔPb:

(F_ab)t = ΔPb

By a completely analogous argument, if F_ba is the force that B exerts on A, and if ΔPa is the change in A's momentum, then:

(F_ba)t = ΔPa

But Newton's 3rd Law states that F_ab = −F_ba. Apply this to the two equations above and you get:

ΔPb = −ΔPa

Which is another way of saying: The amount of momentum gained by one object equals the amount gained by the other object. Another way to put it is:

Overall change in momentum = ΔPa + ΔPb

= ΔPa + (−ΔPb)

= 0

That is, the overall change in momentum is zero. In the system as a whole, no momentum is gained or lost; only transferred from one object to another.