If you structure the award as having a turnaround in the USA with a stop in YEG - i.e. YUL-YEG(STOP)-U.S.A.(POT)-YUL - then you can get around cabotage rules. You'll likely need to route via YYC/YVR on the routing to the USA as IIRC there is some restriction on having a stopover on a route that involves UA metal within NA.

You can certainly try shopping at WEM while you're in YEG but I totally understand your desire for cheaper prices in the USA (although airports/airlines/shopping malls at that time of year is crazy IMHO).