I did the research this afternoon. CBP is not wrong here. The solution is now find another local airline that fly nonstop YAP-ROR (one flight per week), and cancel YAP-GUM-ROR leg, talked to a very nice UA agent to allow her to keep the ROR-US flight.
This probably is a bit off topic here.
Going back to the case, if she has to the YAP-GUM-ROR flight, and plan ahead, what can she do? Apply C visa? will applying C visa invalidate the F visa? I didn't find any answers on USCIS website.
Question 2: If her flight is YAP-GUAM onwards to China (home) via (HKG or NRT or ICN) does she need a transit visa as well? If she arrives at Guam holding an onward ticket to HKG, will CBP deny her entry and send her back to YAP? or will they force her to make onward flight to US?
I mean rule is rule, doesn't mean the rule is not stupid. I understand that each visa category has its purpose, but come on, a transit could be the least problem of any possible abuse of visa.
And back to my early question: If she book a flight PVG-SFO-YVR, I don't think CBP at SFO will ever ask about her next flight. (given she has multiple entry F visa and valid Canadian tourist visa).
I am wondering how much business does the US airlines lost due to the transit visa requirement and customs.