Difficult to apply for F1 from Canada landing?

Hi, guys, I have the following questions:

I was on J1 status in US, then changed to F2(my hu*****and F1) without leaving the US so that we didn't do the visa. I plan to land in Canada next year. Therefore, the revalidation doesn't apply to us. I have to apply to the US Consulate in Canada for F1 and F2 visa in order to come back to the US. My questions:

1. Is it difficult to apply for the F1 and F2 visa from Canada? I worry that we might be turned down to come back to the US because my hu*****and will not complete his studies by the time we land in Canada.

2. When we apply for the US F1 and F2 visa, do we have to tell them that we have immigrated to Canada already? Or do we still keep our Chinese citizen status? Which helps better?

I'd highly appreciate the advice from experience guys. Thank you!