If you filter information so that nothing threatens your view of the world, you may call it 'confirmation bias'. We all do it, actually.
https://en.wikipedia.org/wiki/Confirmation_bias
However, I think more usefulmore useful would be to explore the following defense mechanisms: rationalisationrationalisation, wishful thinkingwishful thinking, denialdenial. Eg. see here:
https://www.psychologistworld.com/freud/defence-mechanisms-list
EDIT: There's also the concept of 'sunk costs' you might want to work with.
See here: https://en.wikipedia.org/wiki/Sunk_cost