Courtney may have a better chance at winning final IC than you think, CHGE07.
The challenge you describe, "running up the wall with puzzle pieces", is the Reward Challenge...that's anybody's victory there.
The IC is traditionally endurance, where you need to outlast your opponents, and Courtney did extememly well in the endurance balancing challenge earlier in the season. Spoilers show Denise, looking disappointed, standing in front of a scale. What the actual immunity challenge is at this point can only be speculated.