Can your body reject dialysis treatment?

Possible. Rarely some patients are allergic to hemodialysis filers which is a vague rare phenomenon characterized by shortness of breath and hyptension while connected to the dialysis machine, which is treated by changing to peritoneal dialysis.
See below. Dialysis treatments are meant to substitute kidney function of removing waste and fluids from the body.These are artificial ways and may cause side effects such as fatigue, nausea etc if there are blood pressure changes during the treatment.This is not a "rejection" by your body but the treatment being fast ie a few hours rather than continous like your own natural kidney function can cause symptm.