Another thought: I read a paper recently that argued the denial is a very childish defense mechanism people use when their self-concept or perception of their own character is challenged. Jehovah's Witnesses take a great deal of pride in their faith and them belonging to it. So, it's possible your relatives are scared to admit that if some Jehovah's Witnesses covered up child abuse or abused children, their character must not be as high as they think it is. Maybe reassure them before looking that it doesn't speak poorly of them, just on the perpetrators and those who protected them.
