Western blot is a very sensitive technique but transfer from the gel to the membrane can be challenging especially if you did not produce that much protein. You could try doing a silver stain of an SDS-PAGE gel. With a silver stain you can detect nanogram quantities of protein.
Are you sure that the protein has been expressed? You performed a Western Blot with the lysate or with the purified protein?
Otherwise you can try a silver stain (silver nitrate), otherwise there are different Western blot substrates that can detect even the smallest quantity of protein, check https://www.thermofisher.com/fr/fr/home/life-science/protein-biology/protein-assays-analysis/western-blotting/detect-proteins-western-blot/western-blot-detection-reagents/chemiluminescent-western-blot-detection/chemiluminescent-substrates-performance-data.html.