which is sensible? H4-H1 stamping via Canada or initiating a COA?


I have a confusing situation. Let me start with explaining my background. I did my masters in US and left to India and worked there for around 5years. After marriage, my wife got her H1 and moved to US in April this year. I also applied for H1 trough a consultant and got approval in the month of April under the MS quota. Later in July I went for H4 stamping as I wanted to join her sooner rather than October. However, due to my work commitments in India, I ended up coming to US in September.

Now my consultant is insisting on I getting stamping done in Canada before they market my profile instead of filing a COS. I have following question;

A) Is COS better over stamping in Canada?
B) can you also explain how to file a COS
C) can I go to Canada for stamping for H1 while am on H4 (considering I have my masters from US)? If yes, please help me with the procedure
D) If I face any issue at US consulate in Canada, would I still retain my H4 status?

Thank you!