What is the possibility of being denied entry at the US border if I have a valid B1/B2 visa and I plan on attending a coding school?

In February I applied for a B1/B2 visa to attend a bootcamp style coding school in the US. I am a UK citizen and I was applying in the London embassy. I had a letter from my employer stating that I was taking a sabbatical. My visa was denied - I was handed a standard 214b refusal letter - and also told that they did not believe that I would be "engaging in productive work in the US". They also mentioned being concerned about my finances.

In April I received a scholarship and took out a large loan to finance the trip. I also took with me a more detailed letter from my employer outlining why this course in particular was needed for my professional development at work. Given the change in circumstances, I again applied for a B1/B2 visa (same embassy). This time I was approved, but during the interview the visa office said "this is a particularly complicated case" and also "you sit within a grey area of the law".

I am concerned now that I may face these same issues at the border. Is this likely? Is getting an approved visa harder than getting accepted at the border? What actions should I take to ensure that I am able to pass through successfully? What should I do if I am denied?

It seems to me that bootcamps and short coding courses/schools are not very welcome by US immigration officials as they don't fall neatly into either a student visa (it's not an officially recognised institution) or a business/tourist visa.