refuse deflect

It depends — you can decline Deflect only when it's a triggered ability doing the choosing. When a triggered ability would target a unit with Deflect, you choose whether to put that trigger on the Chain at all; if you decline, it never finalizes, is removed from the Chain, and simply does nothing (this isn't "countering" it — CR 405.2, FAQ #11728).

For spells you cast and activated abilities you activate, Deflect is a mandatory additional cost — you can't refuse it. If you can't pay the extra Power, you can't legally choose that unit in the first place (Rule 809.1.d). That extra Power can be any domain (Rule 809.1.c.1).

One nuance worth knowing: playing a unit and its triggered ability are separate, so declining the trigger doesn't undo the unit — e.g. First Mate still enters as a 3/3 even if you refuse the Deflect on its trigger. Reflexive triggers created by a resolved spell can each be declined independently.