Is momentum conserved in the y-direction of elastic collisions even when it's changing directions?

For a problem in my textbook a ball bounced off a surface making a V shape (it hits the surface in the south-west direction and bounces off north-west). The question asks if the momentum is conserved in the y direction and the answer is no because the direction changes, however, everything I've read online about conservation of momentum and in collisions have said momentum is always conserved in elastic collisions. Can someone explain this to me?