“If they have dense body, why can we not detect them with scientific instruments?”
OK. Let us go step-by-step.
1. Does anyone know where the hell (niraya) is below the Earth’s surface?
2. Do you know that “scientific instruments” do not function below a certain depth? Even metals melt below a certain depth.
3. The Buddha has taught that Deva and Brahma realms also exist, in addition to the niraya (one of the four apayas). Furthermore, the peta (preta) and asura realms also belong to the apayas. Have you or anyone else seen them?