It is true in general that any point in $\partial \sigma(U)$ is in the approximate point spectrum.
In the case of a unitary, though, things can be done more concretely. A unitary $U$ is normal. Because of this, the residual spectrum of $U$ is empty, which implies that $\sigma(U)=\sigma_{\rm ap}(U)$. Indeed, as $U-\lambda I$ is normal and $\lambda$ is not an eigenvalue, then
$$
\{0\}=\ker (U-\lambda I)=\ker(U-\lambda I)^*=\operatorname{ran}(U-\lambda I)^\perp.
$$
So the range of $U-\lambda I$ is dense, which implies that $\lambda$ is not in the residual spectrum. As the full spectrum is the union of the approximate and residual spectra, $\sigma(U)=\sigma_{\rm ap}(U)$.