Dear Vic,
What usually happens is that the stain transfers very well but the
proteins remain in the gel. A more successful approach may be to
transfer the proteins from an unstained/unfixed gel onto the membrane,
then stain the membrane with a reversible stain. Or run two gels,
stain one and transfer the other. You can then stain the gel after
transfer to see what didn't move. Sometimes it helps to sling the gel
against the wall if nothing else works.
Mike