Yellowstone ~> Banff logistics: cross-border drive or fly to Calgary?

(Reposting from another community)

I’m not an American or Canadian citizen, but I’m planning a trip to the Rockies in late September. My itinerary is Grand Teton \~> Yellowstone \~> Banff \~> Jasper. Glacier sounds like a great park in between, but I’m a bit concerned about the detour and about cramming too much into one trip.

In this case, I’d rent a car in the US for the first leg of the trip, and since I’m ending in Vancouver I’ll also need a car in Canada.

Based on what I’ve read so far it seems I have two main options (with some variations):

1. Drive from Yellowstone, cross the border, and stay overnight near Waterton (one full day), then continue from Waterton to Banff (half a day or a full day, depending on stops along the way). I would return the US rental car in Vancouver.

2. Drive from Yellowstone to Bozeman, return the US rental car at the airport, and then fly to Calgary with a connection (Seattle, Salt Lake City, or Denver). This would likely take at least 4 - 6 hours of flight/connection time, plus about 3 hours to get to the airport and additional time for security and waiting, so essentially a full travel day. Then I’d rent a car in Calgary, stay overnight, and drive to Banff the next day (about 2 hours).

Has anyone done option 1 or 2 and can share their experience?

I was originally leaning toward option 2 because as a foreigner it feels a bit safer logistically. I’m slightly concerned about potential issues with taking a US rental car into Canada (even with insurance). However, it seems like most people do something similar to option 1 - and to be honest I do prefer driving over going through all of the airport logistics and 2 flights.

In any case, what would you recommend? Is there any car rental company you’d recommend for a one way, cross-country trip?

Thank you!