Is all of the urea removed during the buffer exchange. Residual urea might interfere with binding of the antigen in the ELISA (either binding to the plate, or to the capture antibody if there is one).

Is the antigen soluble and unaggregated after the urea is removed? It might precipitate or be highly aggregated, which could prevent it from binding in the ELISA. You may need to add some mild detergent during the urea removal to keep the protein from aggregating, or use a different renaturation method.

Yes. It definitely can and does happen. Additionally to the previous posts, you have reducing agent in your loading cocktail - I personally experienced several cases where the antibody (polyclonal!) was not responding to reduced samples, but was responding perfectly well to non-reduced (but still denatured) samples.

thank you sir, @Adam B Shapiro, @Alim Seit-Nebi & @Artem G Evdokimov.