What can be done if the antigen is not soluble?

Usually it is possible to inject an insoluble antigen.  If the particles can fit through an eighteen-gauge needle, it might work. It is recommended not to use detergents such as  SDS to solubilise the antigen. The antigen / buffer mixture will be mixed to make an emulsion with the adjuvant  to ensure a homogeneous preparation. You could also run multiple lanes of a gel and cut out the bands of interest and send us gel-imbedded protein as sample.