Fortunately, when pain gets too extreme, it flips a breaker of sorts in your brain and you stop feeling it so much. Happens during really catastrophic trauma, presumably to keep the pain from distracting you too much from your (at that point probably necessary) fight or flight reactions.

Adrenaline is part of it, but I don’t think it’s solely responsible, as its not always present in accounts. Sometimes people can be very calm.

That’s why in some science fiction, see Warhammer 40K, they have technology that let you keep on feeling that pain long after you should be well and thoroughly dead. Honestly I’m not sure who’s better at it, the Imperium or the Dark Eldar.