I thought the yellow card proves you have the minimum required isnurance to drive in Canada (I don't know if all the US states mandate that same minimum level of insurance for its drivers?) I suspect that a copy of your policy, showing you are insured in Canada would also suffice (my Canadian insurance slip states in big letters 'Coverage for Canada and the United States' (Mexico is not included)). It is possible that US policies don't say 'insured in Canada' tho, and the yellow card necessarily would?