The feeling when someone doesn't understand your meaning no matter how many different ways you explain it
Solution 1:
You might feel like you are talking to a (brick) wall:
(idiomatic) Of an attempt at communication: unsuccessful because of the ignorance or stubbornness of the other party.
from wiktionary.comused for saying that someone does not listen or react to you when you talk
from macmillandictionary.com
Or you might feel that what you are saying is going in one ear and out the other:
Without any influence or effect; unheeded
from American Heritage Dictionary, via freedictionary.comto be heard but immediately forgotten
from cambridge.dictionary.org
Solution 2:
A famous proverb says "There is none so deaf as he who will not hear". It's said about someone who chooses to ignore advice or will not believe what they are told.
There are equivalents in many languages, e.g. "il n’est pire sourd que celui qui ne veut pas entendre" in French.
Solution 3:
You feel like you are beating your head against the wall, or banging your head against a brick wall. The Free Dictionary defines this expression:
Fig. to waste one's time trying hard to accomplish something that is completely hopeless. You're wasting your time trying to figure this puzzle out. You're just beating your head against the wall. You're banging your head against a brick wall trying to get that dog to behave properly.
In the OP's question:
I've tried again and again and again to explain X to him, but nothing gets through; I feel like I am beating my head against a brick wall.