This is a fear of mine as we approach DQ - the CFO process is a complete joke. There's no accurate information anywhere and everything is case-by-case or counselor-by-counselor. The fact that it's required at all is outrageous.
I've heard so many different things - I've heard of people walking in with a visa on hand and getting an appointment. I've also heard of people being turned away in the same scenario. I've heard that they've cancelled online counseling entirely but there's no official announcement or anything for this. I've heard that you can't schedule CFO without visa on hand, but I've also heard that you can schedule it at anytime and request the sticker once you do get the visa. It's really a frustrating way to cap off a long, arduous and anxiety ridden process. Your comment is also the first time I've heard of people getting CFO at the airport ... rather than official information we get word of mouth from Facebook and have no idea if it's accurate or not