Collaborative methods have gained traction in migration studies, policy, and practice, in turn, engendering calls for new collaborations between research and practice. Bringing multiple perspectives to the production of knowledge in refugee research is particularly pertinent in Denmark, where incongruent policy aims of integration and of return creates a paradoxical borderscape that refugees, volunteers, and municipal caseworkers must navigate. This article draws on a practice-research project, co-developed by two large civil society organizations and university researchers that included collaborative ethnography among refugees, volunteers, and caseworkers in and around a social innovation initiative. It investigates how the conflicting expectations of integration and return shape efforts to change social relationships and strengthen the agency of refugees. We approach collaborative efforts from the perspective of boundary work and coin the concept of ‘boundary obstacles’ to describe core challenges to advancing social innovation initiatives with refugees. Building on a thematic analysis of qualitative data comprising fieldnotes and interview transcripts, we identify three boundary obstacles: positionalities, emotionalities, and politicizations. Finally, the article reflects on the prospects and challenges of social innovation and recommends ways to approach those challenges as boundary obstacles that can help set new directions for collaborative research with refugees.