What do you call it when someone does not accept what they see as the truth because they are in shock? Even though there is evidence, such as seeing a UFO or satan appears to them. Basically they have a hard time accepting reality? What is the right word

Denial?

Denial is a good word, but if someone told me I was in denial for refusing to accept the 'reality' of Satan or a UFO, and I've never believed either of those are real, then I am not in denial. I'm realistic, and the person expecting me to believe is in a denial of his own.

I finally found it. It is abnegation

For the instance you gave, abnegation isn't the right word. Abnegation is used when the denial involves some sort of self-sacrifice or renouncement.