If I remember correctly, I had a similar problem. The layers would show in OpenLayers, but not in QGIS. I solved it by adding those elements in the METADATA block at layer level:
METADATA
"wfs_title" "My WFS Title"
"wfs_onlineresource" "http://serveur1.test.local:8079/cgi-bin/mapserv.exe?map=C:\ms4w\mapfiles\aga.map&"
"wfs_srs" "EPSG:3857 EPSG:3798 EPSG:4326"
"wms_title" "My WMS TItle"
"wms_onlineresource" "http://serveur1.test.local:8079/cgi-bin/mapserv.exe?map=C:\ms4w\mapfiles\aga.map&"
"wms_srs" "EPSG:3857 EPSG:32198 EPSG:3798 EPSG:4326"
"ows_enable_request" "*"
"wms_enable_request" "*"
"wfs_enable_request" "*"
"wms_encoding" "utf8"
"wfs_encoding" "utf8"
"wms_feature_info_mime_type" "text/html"
"ows_feature_info_mime_type" "text/html"
END #METADATA
I am assuming that you are using MapServer.