When you go to the person to clear things up by asking; "is something wrong", they glibly respond by saying, even in a rude manner, "nothing is wrong", you know they do not want to clear it up, they like what they believe.
The only recourse is to pray for them and keep your distance until the Lord makes it clear you are to have contact with them. We must keep in mind that we are not called to be friends with everyone, but we are called to treat everyone respectfully no matter how they treat us.
However, we are free to remove ourselves from people who enjoy their false beliefs about us. May the Lord give us great discernment in all our relationships so that we can honor God in every circumstance.