If your cage is over a pan, it's possible he's peeing at such an angle that it's not getting into the tray. Even if you have litter, he might be flicking his pee outside the cage.
Because he's an angora, the other possibility if you're absolutely certain he's NOT peeing, is that he has a wool blockage at his vent. Carefully flip him over to check. If it is blocked, you should be able to untangle it and/or carefully use scissors to trim the blockage away.
If it's not any of those, it may be a more serious internal problem.