Recently I was driving from Philadelphia to Calgary via North Dakota North Portal. I was on a two month trip to stay with a friend in Calgary who had just moved into his own place. My car was packed with lots of stuff.. including some kitchen stuff to help him get adjusted to living on his own.

Long story short.. the border patrol officer denied my entrance into Canada for a lot of small reasons rolled into one (that he didn't think I was returning to the US). I willingly withdrew my application to enter Canada and proceeded back to Philadelphia.

In a few weeks, I am going to be flying from Philadelphia to Calgary, with a layover in Denver. (United airlines for the entire trip.) The last time I flew internationally was 12 years ago, so I don't really know what happens nowadays.

Do I board the flights the same was as domestic flights?
Is it safe to assume my bags will be transferred for me from the Philly->Denver flight to the Denver->Calgary international flight?
Do I come into contact with Canadian Immigration before I land in Calgary?
If I'm in Calgary and denied entrance again (assuming that's when I'll find out), is it on me to find and pay for a new flight back into the US?

Thanks in advance!