Don't know if they have squirrel but here are few site from the first 2 pages of searching Google for "Canada fly tying supplies". Should not be too difficult to find a Canadian based web site for Fly Tying supplies.

http://fishflies.ca/
http://about-flyfishing.com/cs/subject.phtml?cid=15
http://www.iflyshop.com/Fly-Tying-Materials_c_18.html
http://www.flytyingcanada.ca/
http://www.whistlerflyfishing.com/