TD visa is not entitled to work in US.

The reason why the US will pay UI to Canadians is because of the Agreement Respecting Unemployment Insurance of 1941 (which has been amended a ton of times since). It supposedly integrates both country's UI systems. But, in reality, it just makes one country pay benefits to the nationals of the other country upon return to their country. Therefore, you must be in Canada when you make your claim. This is partly because you are legally entitled to work in Canada, but not in the US anymore, and you are looking for work. However, you can still look for work in the US, but you have to be in Canada.