Vasil Lefterov,
This is kind of an age old question. For me, when I see CAD issues like this, I try all sorts of trouble shooting to make it work.
Have you tried just adding your CAD file as a layer instead of importing into the GDB?
Is there a similarity in what you're not seeing?
Is there something special about these missing layers (like are they 3D or have custom values/symbologies)?
Have you tried messing with the CAD drawing itself to see if it will import correctly (like converting it to a different CAD file type or exporting out a separate copy)?
Have you zoomed to the full extent to see if the layers/features ended up somewhere else? Are they showing up in the attribute table?
Those are a few suggestions to start with.