Deny a user role to log in after register

What you want to do is hook into the authenticate hook, check if the user has the pending role, and if so, throw an error.

//* Add filter to the authenticate hook
add_filter( 'authenticate', 'wpse_263762_authenticate', 20, 3 );
function wpse_263762_authenticate( $user, $username, $password ) {
  //* Check if the user has the pending role
  if( ! is_wp_error( $user ) && in_array( 'pending', $user->roles ) ) {
    //* Throw an error
    $error = new WP_Error();
    $errorMessage = __( 'Your error message goes here.' );
    $error->add( 401, $errorMessage );
    return $error;
  }
  //* Or return the user
  return $user;
}