Well, I can only speak for myself, so if it were ME in your situation, I would make the best attempt I could to explain what Satanism is and is not. If you've done that, and she still maintains her conviction to leave you, then it's obvious that you two have some issues that need to be worked out. And it's best that you do work them out, because if you don't, it'll only backfire later down the road, and then you both lose out.
Unfortunately for you, that's something you'll have to go alone. It's your life, not mine or anyone elses. Learn to make some tough decisions, because that's life and the only person that can look out for you, is you.
"People who harbor strong convictions without evidence belong at the margins of our societies, not in our halls of power. The only thing we should respect in a personís faith is his desire for a better life in this world; we need never have respected his certainty that one awaits him in the next."
- Sam Harris