Hiiii ! I had the exact same issue. Was not issued an I-94 when I crossed at a land border, even tho I gave my passport and was inspected by a CBP officer. He asked me a few questions and waived me through.
because of this, when I went to adjust my status I needed the help of an immigration attorney. I went to a deferred action site, I called USCIS, I called CBP I emailed all three.. every single outlet gave me different information and it took about 4 months of runaround before I decided to just hire a lawyer and adjust status without my I-94. But long story short.. there IS a record somewhere of your I-94, we just do not have access to it. Because of the electronic filing for I-94 now, most Canadians are not issued one upfront and it takes months to years for it to show up on the travel history website. If you gave the CBP officer your passport at the land border crossing there WILL be a legal record somewhere of your entry. They will find it much easier than we, as civilians, can.
My lawyer filled out the application based on information I gave him and in the spot where it asks for your I-94 # we put “Not Issued” and then I also had to write a letter, or an affidavit, explaining where, when and why I crossed the border, and just simply stating that I did not receive an I-94 after diligently checking the electronic website daily for over 4 months. I also used this opportunity to explain that I crossed the border in good faith, with no intention to stay, but that plans changed after I eloped while I was there. (They will need also that explanation, since I crossed the border for a weekend trip, initially, to visit my fiancée)
I hope this helps! And I would, yes, do you due diligence by constantly checking if your I-94 has appeared on the CBP website yet, but at the same time don’t stress too much about it. This is a very common thing for Canadians to see. Most Canadians will never know they weren’t given an I-94 for a quick trip to go shopping, etc. it’s just us that need it that it affects. Good luck!