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.
If you had your EAD based on your i-485, then the denial of the adjustment of status also canceled your work permit. Definitely do not work without the ead.
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.
DISCLAIMER The answer given above by the lawyer serves for educational purposes only and provides general information and basic understanding of the applicable law. Take notice that the answer above does not create an attorney-client relationship as this website is not intended to provide anyone a specific legal advice. Anyone using the site expressly consents that there is no attorney client privilege between any person and any attorney responding. Further take notice that the site should not be used as a crude substitute for any professionally competent legal advice by a licensed professional attorney in the applicable jurisdiction. The attorney above attempted to provide a competent professional opinion, however, the law and its applications change frequently and vary greatly from other U.S. jurisdictions and locales. Therefore, any information and opinions expressed are general in nature, and may not apply to specific, factual or legal circumstances related to one's present legal issues. Contact an experienced lawyer admitted to practice in that State under an attorney-client privilege to further receive comprehensive legal assistance before making an educated decision about your particular legal issue. Respectfully, Attorney Alexander Ivakhnenko, Chicago, Illinois