If my memory is correct, the immigration team at my company recommended that I cross the border at an airport. Apparently these kind of problems may occur more

If my memory is correct, the immigration team at my company recommended that I cross the border at an airport. Apparently these kind of problems may occur more often at land crossings. One might speculate it's because airports process a much higher volume and are therefore more used to this sort of thing, but I don't know if that's true. Another thing my employer's immigration team definitely warned when I did apply for an H-1B was to be careful about traveling while the application was pending. The TN visa requires non immigrant intent, and they were concerned that a border agent might interpret an open application for H-1B as intent to immigrate. They strongly recommended that if I did travel that I not volunteer the fact that I have an H-1B pending. It's interesting that MSFT started your H-1B case before you were in the US, and I wonder if that had any effect.