Please do yourself the very biggest favor you can for this whole ordeal. Get your FBI CLearance NOW if you have not yet already done so.
It can take months to resolve this one point and you don't want to be behind the 8ball later, trust me.
As to border crossings, we've always found the following to be the best for us (your experience may vary).
1. We take every border crossing individually and keep it simple. If for example, he's crossing into America, he says he's coming to visit you. Don't need to explain further unless they ask.
2. Don't volunteer extra information, and never lie. Keep it short, to the point, and be prepared for all cases. For example, I always carry a copy of our marriage certificate, the most recent update we've had regarding the status of our case, the copy of our sponsorship letter, all that type of documentation I can come up with, and I've only ever had to show any of it once. I never really offered unless asked. Quite frankly, I'm happy when its a short, smooth crossing with few questions asked. Less can go wrong that way
3. When they ask you how living in separate countries is, I personally always say, "its hard, and we're hoping to be done soon", or something along those lines even though I "live" for all intents and purposes in Canada with my husband full time.
Good luck to you