I think wait or wait a minute is okay, and would sound softer, more polite, if you followed either expression with please; however, you also need to follow it up with an expression like I didn't (quite) understand that, or I didn't (quite) understand what you said; I didn't (quite) get that or I didn't (quite) get what you said. All of the preceding expressions could be preceded by Excuse me? and, in fact, when speaking to native English speakers, Excuse me is often sufficient on its own to communicate your intended meaning. Alternate, more casual expressions--which should also be followed by the same kind of explanatory follow-up statement to make your intended meaning completely clear--are: hang on, hang on a second, hold on, or hold on a second.
The OP's vivid description can be summed up in either a word or with an idiom
VERB Make (someone) feel ashamed and foolish by injuring their dignity and pride:
‘They stripped him of his dignity and tried humiliating him by showing him throughout the world.’
The noun form, humiliation, can also be used to great effect.
‘Now it seems Scotland is determined not to endure such humiliation again.’
‘they suffered the humiliation of losing in the opening round’
- You can make someone suffer humiliation (noun)
- A person can be soundly defeated and feel humiliated (adjective)
- An opponent can humiliate the adversary (verb)
informal A heavy defeat or beating:
‘when his father found him, Ray got the worst licking of his life’
You can give someone a licking, or the worst licking of their life.
An enemy, or person who licks the dust is someone who is defeated, and is made to grovel, it was first used in the Bible
"They that dwell in the wilderness shall bow before him and his enemies shall lick the dust."
Sanctions were imposed in an attempt to bring the country to its knees.
The strikes brought the economy to its knees.
Use this British English metaphor to say that someone was severely beaten in a competition, race, or game e.g. He was brought to his knees, or to threaten somebody; e.g. We shall bring you to your knees,
A more informal equivalent would be
(British English) to defeat someone very easily in an argument, competition, or fight
E.g. The invading army made mincemeat out of our troops.
The following American English idiom could be used for someone who boasted victory but was then defeated (in a competition or election) and proved wrong.
Eating crow is an American colloquial idiom, meaning humiliation by admitting wrongness or having been proven wrong after taking a strong position. Crow is presumably foul-tasting in the same way that being proven wrong might be emotionally hard to swallow.
Oxford Dictionaries provide this example of usage
‘You will be eating crow for following a leader who has no intention of following through with his promises.’
Best Answer
We call this "giving someone the silent treatment". When you purposefully ignore someone, no matter what they do, to simply make them angry with you, it's called "the silent treatment".