What is this anime in which the main characters train to stop Satan and they all wear weird suits?
This is a quite wild guess but it could be Saint Seiya Omega:

The storyline of Omega takes place 25 years after the Holy Wars of the 20th century narrated in the original manga and its anime adaptation. The goddess Athena is still on Earth after reincarnating to continue her duty of protecting peace against several antagonistic deities. Athena and a new generation of Saints prepare to face new threats that lurks in this new era, in which Pegasus Seiya, the protagonist of Kurumada's manga, is revered as a Saint of legend and one of Athena's Gold Saints.

The two characters you are referring to could be:

Dragon Ryuhou:

Very caring of others by nature, Ryuhou suffers from a frail health. Calm and polite, he has a natural talent for becoming a formidable Saint, but he is affected by his condition. He received the Dragon Cloth from his father, the legendary Dragon Shiryu. The young Ryuhou commands the element of Water. After Genbu's death, Geki entrusts the Libra Cloth to Ryuhou so that he can give it to his father.



Pegasus Koga

The main protagonist in the series, trained since his early childhood to become a Saint, Koga is rebellious but also compassionate. He is still unaware of the purpose of having become a Saint in an era of peace, and has yet to discover his destiny. He meets Seiya, who teaches him the importance of friendship.




The other two characters you mentioned could be Aquila Yuna and Lionet Soma.
 
The plot will match your description even more if you replace Satan with the Greek god of war Mars, who in any case has a devilish aspect.