English speaker could give me a hand

Is it natural to say 'Keep telling yourself you did the right thing' and ' keep lying to yourself.' What does it mean to 'keep lying to yourself'?

Keep telling yourself you did the right thing. If that allows to sleep at night, keep lying to yourself.

Does this mean anything? 'so I could say I did it'

I wanted to do it so I could say I did it.

Could you tell me what the That could refer to in a sentence like this?

That's a direct indication of why we have not been able to win.

Thanks