Stretched Brownian Motion: convergence of dual optimising sequences

We consider an irreducible pair $\mu {\le }_c\nu$ of probability measures on ${\mathbb{R}}^d$ in convex order. In arXiv:2306.11019, Backhoff, Beiglböck, Schachermayer and Tschiderer have shown that the Stretched Brownian Motion from $\mu$ to $\nu$ is a Bass martingale, that there exists a dual optimiser ${\psi }_{lim}$, and the following somewhat surprising convergence result: by adding affine functions, one can make any dual optimising sequence $({\psi }_n{)}_n$ (satisfying some minor technical conditions) converge pointwise to ${\psi }_{lim}$, save possibly on the relative boundary of the convex hull of the support of $\nu$. In the present paper we deal with the more delicate issue of convergence on said boundary, showing in particular that ${\psi }_{lim}$ is $\nu$ a.s. finite, and $({\psi }_n{)}_n$ converges to ${\psi }_{lim}$ in $\nu$-measure.