You can fly out of Canada directly to Europe with an expired PR card. There is no need to travel to the US on the way out. It's just returning home that you will need to go through the land border. Of course you can also do it both ways.
Yes, COPR should be enough. However you might as well bring your expired PR card as well.
Hello. I just returned from a land border crossing with the US about 30 days ago. I had no problems at all. Handed them my card and told them straight away it was expired. The border agent didn’t seem to mind. Just asked the usual questions and let me through.