Hello. The officers normally take the I-94 during the interview. Good thing now the form is electronic and easier to obtain via CBP's online system.
When your I-485 was denied, your employment authorization was also likely terminated. If you want to renew your EAD, you'll need to speak with an attorney about whether refilling or an MTR is likelier to receive a faster response. In certain circumstances, refilling may be preferable. You may also be on the road to being placed in removal proceedings.
Obtaining your I-94 from USCIS isn't your most critical question at this point, but a copy might be available via FOIA request or proof of entry can be obtained via an I-102.
Kindly note that this posting is offered for informational purposes only. It does not constitute an attorney-client relationship. Remember, this site is akin to an internet blog. Do not rely on information here to make important decisions in your life. Make an appointment to meet with a licensed attorney in his or her office (or via Skype or phone) to obtain competent personal and professional guidance.
It is a standard practice to retain I-94 prior to making a AOS decision in a LPR case. Also, since the AOS was denied your EAD eligibility also changed, possible rendering you ineligible for a EAD renewal, unless you have other eligibility criteria which you did not cite here.
Furthermore, re opening your AOS case will require an experienced immigration counsel who must examine the exact underlying reasons for the ensued denial and develop tactics to address that.
Finally, you are not authorized to work lawfully without an EAD.
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