There were many women in the Mahabharata era who had many kinds of powers. One of such women was Gandhari, the wife of Hastinapur king Dhritarashtra and mother of Duryodhan.
Gandhari was a great devotee of Lord Shiva and her eyes had immense power. She had got this boon that if she sees anyone naked with open eyes, his body will become like a thunderbolt. But she could do this only once.
In the last stanza of the war, Gandhari had understood that even Duryodhan's life would not be saved in this war. Then she called Duryodhan without clothes. Lord Krishna was aware of this, that is why when he saw Duryodhan going to Mata Gandhi's camp naked, he stopped him in the middle.
Shri Krishna first laughed and then told Duryodhan that it is not right to go naked in front of his mother. That is why Duryodhan covered some parts of his body with leaves.
This was the reason that those parts of Duryodhan could not become like Vajra. During the war, Bhima attacked those parts of Duryodhan which led to his death.