As a Canadian I got my TN at the port of entry. I've talked to Mexican nationals who said they had to go to a consular and pass an interview before getting their TN.
Unless this has changed recently, this comment is not true.
Unless this has changed recently, this comment is not true.
Unfortunately AFAIK there are no published statistics for TN approval rates.
It might also be worth noting that TN is not a dual intent visa like H1B.
IANAL.