No issues w. Canadian officials. If asked what you are doing, just explain. Nothing illegal about mileage runs. People do these every day.

Where you run into problems is with made up stories which don't hold up. You after all, hold an onward ticket departing the country shortly.

DL can't do much to help you hear because it has to treat the tickets as separate to avoid even the remote appearance of cabotage (which this is not).