It really depends on how we are quantifying difficult.
The single most difficult skill-based, challenge-oriented games I've played have to be either something like The Old Hunters for me, or maybe one of the bullet hell or rail shooters I've beaten on hard. Those are really well designed games with difficulty/challenges oriented mostly around set parameters. Most of the arcade/bullet hell genre shooters are.
If we are quantifying this by how well we understood a thing, the adaptation required, the raw amount of difficulties that can be placed against you simply by random or circumstance, it's probably something like Pathologic 2, The Void, or Darkest Dungeon -- A game I still haven't beaten due to RNG screwing me quite a few times/the length of grinding required on a non-Radiant difficulty.
I still have to fully finish Ninja Gaiden Black though. I'm not stuck on that due to difficulty though, just attention span.
Oh, I've beaten Getting Over It like 30 times. But that's an example of a game that is easier than it gets credit for.