Question: Now i am not going for a fantasy kind of feel, but more science fiction. So the character had undergone several harsh experiments and so lost the ability to physically feel pain and as a side effect her heart doesnt stop beating. She could "die" but not pass away, if that makes any sense. No matter how much she loses blood or how fatally injured she gets, she is revived within seconds.
Her body doesnt regenerate immediatly but she still manages to stay alive.
So how do i make it so that she would explain all that without letting people know she'd been gentically modified? Especially after getting shot in the chest or getting her neck sliced open and getting up like it was nothing.

Answer: 
Holographs
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If technology in this world has developed realistic holographs capable of fooling the eye, then you could use them to fool your opponent (and your friends) as to whether you've even been injured.

Use holographs as a cover - literally - to conceal your injuries and carry on like nothing is wrong. By the time your healing factor had done its job, no one will be the wiser or even be able to prove that you were ever injured (except for the problem of blood or other fluids which would either need to also be concealed holographically or taken care of with some kind of medical implant/body suit.)

In fact, minor injuries wouldn't need to be concealed at all, only life-threatening ones that would raise questions.

In the heat of battle, it's pretty difficult to keep track of specific injuries as they happen, so when your character walks away from a fight with zero or only minor injuries they can shrug it off as luck or superior fighting ability.
I'm not certain this is possible to do. Any explanation she comes up with will inevitably only be able to convince a few people, usually strangers.

Hologram
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This has been discussed in another answer so I will be brief. Using a hologram may be able to cover up an injury. For example if she were sliced across the neck she could project a hologram of unharmed skin and say she dodged back or the knife was really blunt. This might work for injuries caused in the heat of battle or when people can't see her clearly but in most settings people will see the weapon pierce her skin and will see blood. They may also see her be thrown backwards by impact forces that should kill her in there own right.

CIPA (Congenital Insensitivity to Pain with Anhidrosis)
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This is a rare genetic disorder which prevents the sufferer feeling pain, heat and cold. It can let them seem to shrug of injuries but in reality they simply do not notice the injury due to lack of pain. This wouldn't help in your setting. CIPA might let the woman explain being able to walk away from a fight with a knife in her leg because she has no pain but people with CIPA heal just as slowly as people without (often slower because they don't realise they have the injury so end up aggravating it. Furthermore, it wouldn't allow her to survive fatal injuries such as bullets to the chest because CIPA doesn't give you healing powers. Finally it is a birth condition so friends and family will already know she does't have it.

The weapon missed/bounced off my mcguffin
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This would work if no one saw any evidence of the injury but shares all the problems of a hologram and basically would only work in a few, rare situations.

Nanites, God save or Really good first aid
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All of these work on the principle of her surviving because something intervened, either magic or advanced technology/first aid. These would be realistic as God could have healed her (assuming she is only trying to convince highly religious people) or the nano robots in her blood saved her (if the technology exists). The nanobots one is basically saying a technology saved her (nanobots) to cover up that a different technology (genetic engineering) saved her.