H4 to F1 first time Canada stamping without COS


I am on H4 and starting my masters in May 2014. I am aware that I can start on H4 or apply COS here. But we are thinking of going to Vancouver for stamping as going to India is risky. 

1. Please advice if going to Vancouver directly without applying for COS here is risky? 

2. If the visa gets rejected and I come back on H4, can I apply for COS again here. Will USCIS consider the rejection and they will reject too?


Your help will be appreciated.

Hi are you able to get stamping in Canada ?