Fowler seems to suggest that the word you are looking for is "delusion": "A delusion is a belief that, though false, has been surrendered to and accepted by the whole mind as the truth, and so may be expected to influence action." He defines "illusion" as "an impression that, though false, is entertained provisionally on the recommendation of the senses or the imagination, but awaits full acceptance and may be expected not to influence action."

Fowler also calls a magician's real actions a delusion, while what he seems to do is an illusion, and the belief that he does what he seems to do is also a delusion.