I think you should be fine - I had no problem through immigration, and it was the same for quite a few people on the London Thread (Seamyb, but also Deficient, Herjeet etc). Just tell them the truth at immigration - I did, and was let in without further questions... I had the sponsorship letter ready, as well an extract of my bank account ( as I had a one way ticket, to prove I could buy a second one if needed), and a proof that I had taken an insurance (for medical costs), but was asked for none of it.... so I don't see any reason not to go, and you can wait out here - but at least you can start settling down in Canada and getting to know surroundings etc.... and close things in your own country with a deadline - your plane ticket, with or without COPR. I don't regret moving here at all.
Your COPR should be there soon too - so if you decide to move, just update your address in Ecas, and you'll get the COPR in Cnada (hoping that mine will be here today!).
Good luck,
Sweden