It was bought from adorama with 1 year sigma international warranty.
That's grey market... for CANADA.
It's NOT grey market... for AMERICANS.
I don't see the problem here. You are Canadian. You took a risk buying grey market. I did too, I bought my Sigma 30 1.4 from the US so it's automatically grey market, and I knew that from the start.
Canon warranty is different. They have a north american warranty, so buying from an authorized dealer in the US still qualifies us to get warranty service here in Canada.

