Daniel 4:8 Finally, Daniel came into my presence and I told him the dream. (He is called Belteshazzar, after the name of my god, and the spirit of the holy gods is in him.)
Nebuchadnezzar still did not believe that God was the one true God. He still referred to Daniel by the Babylonian name, named after a god, and he used "gods" in the plural form.
It may be frustrating for us when we are trying to share God's Word with unbelievers. We may even share with and pray for the salvation of loved ones for years and years. But it that person's salvation and their understanding of the Word is completely out of our control.
Luke 24:45 Then he opened their minds so they could understand the Scriptures.
1Corinthians 2:14 But people who aren't Christians can't understand these truths from God's Spirit. It all sounds foolish to them because only those who have the Spirit can understand what the Spirit means.
Romans 1:16 I am not ashamed of the gospel, because it is the power of God for the salvation of everyone who believes
Does that mean we should give up? Of course not, it means that we should try harder and pray more! God is working through us to reach the lost.