During the events of chapters 27–31 of I Sh'muel (David's stay among the P'lishtim), David had the Urim V'sumim with him, as is clear from 23:2–6 and from 30:7–8. Yet in 28:6, Shaul consults Hashem via the "Urim". Radak ad loc. wonders how he could have done so, inasmuch as he was not with the Urim, and says "maybe he sent men there [=to David] to ask". M'tzudas David says the same. Bimchilas k'vodam, this explanation is unsatisfying. After all, Shaul was out to get David: it seems odd that he'd send him a peaceful messenger. Does anyone know of any other explanation of 28:6 in light of the fact that the Urim V'sumim were with David?
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Ibn Ezra (Shemot 28:6 Peirush Aroch) suggests that someone who was familiar with asking through the Urim VeTumim would be capable of getting answers on occasion from the Ephod. (I think he is referring to the two stones on the shoulders that clipped to the Choshen, but I'm not sure.)
Thus David used the Ephod (which we know he had, per 23:6) and Shaul used the Urim.