Russians come into the US every day, so it isn't that he's Russian. If he has a Canadian visa, then he could transfer at a Canadian airport as you suggest. If he is denied entry into the US there, they won't detain him (lock him up), nor will they move him to the US (why would they). He would presumably be turned back into Canada, seeing as Canadian immigration presumably has no reason to deny him entry. Just because the US does doesn't mean the Canadians do.

If he's been allowed in in the past, then he'll most likely be allowed in in the future. If it's been a hassle each time, it will probably be a hassle in the future as well. Either way, if he's denied entry, I assume he'll want to return home unless he has business in Canada. In that case, arriving directly at a US port would probably be best. He'll be detained until a flight back home, usually a direct one. Maybe he should pick an airport where a flight to Russia leaves 3-5 hours after his flight arrives so that if he is denied entry, they would most likely put him on that flight.