One problem I've found in my own research is that when what-is-now-Canada was just a colony of the British Empire, people from the old country didn't need to be naturalized as immigrants, so there is less documentation in that regard. My latest angle is to try to find grants of land by the Crown, which can contain information about the emigrant's place of origin. This works for my family because they were farmers and settled in an area that was on the frontier of the colony, in the Upper Ottawa Valley.

Finding this information has meant taking a lead from Ancestry.ca to an old index of land grants that is on microfiche at the library. Once I sorted out the citation, it points to Letters Patent that are held in the Quebec Archives. I've now sent a request to them for copies and am very thankful that I speak French because their order form is not available in English

Maybe something like that could work, if your family was granted Crown land?

Another way of going about it might be to look for a passenger list from the boat they arrived on? It helps that you know when they arrived and where.