The written presentation of the research, which results in the granting of a graduate degree, a PhD or MA, is called a thesis (or dissertation — at McGill the terms are used interchangeably). The research for a PhD is required to be an original contribution to knowledge and is guaranteed to be thoroughly researched and refereed. Theses (plural) usually have extensive bibliographies of primary and secondary sources consulted. Hence they are an excellent place to look for sources. They usually, however, concentrate on very narrow topics.
A great many theses have been written on Canadian history at McGill and most are available in electronic format in eScholarship@McGill. All McGill theses are available in print format in Rare Books and Special Collections, and can be searched here. Put your other word or phrase in the other box as “keyword in all fields.” You may have to play around with terminology. Finding a recent McGill thesis on your topic is particularly useful, since most of the material used to write it is probably at McGill. Find a copy and look at the bibliography.
McGill University subscribes to ProQuest Dissertations and Theses, which allows online access to many theses produced in universities across Canada and the United States.