If Thomson Reuters says it indexes a journal but it's not mentioned on the journal's web site, who should I trust? On the Thomson Reuters Master Journal list is stated that the given journal is indexed in Science Citation Index and Current Contents. However, on the official journal's web page, there is no such information.

In addition, the journal has Impact Factor. I also checked on the Thomson Journal Citation Report to be sure.

Who should I trust in this case?
Trust Thomson Reuters, of course. It has all its JCR impact factors up to date. 

Beware that there are many journals that print impact factors on their own site with their own definitions making a facade impression to prospective readers and authors. Do not confuse them with JCR impact factors.