You're overreacting.
Canada is significantly colder than Brazil and other countries (esp. the Province you're headed to), but you're not going to be flash frozen as soon as you step outside on a January day; 35m people wouldn't live here if it were that inhospitable and deadly.
Just bring clothes like jeans, sweatpants, sweaters, hoodies, zipups, boots (like Uggs, lol), and typical winter stuff like mitts/gloves, scarf, toque, and an urban wool coat or winter/ski jacket and you'll be fine. Pretty much ordinary long-sleeved clothes.
The brands are endless for such winter gear, but examples of jacket brands could be The North Face, Arc'Teryx, Mountain Hardwear, Burton, Columbia, Canada Goose, etc.
People don't normally wear thermals here unless they're competing in a winter sport or hiking up mountains, you might look weird if you do otherwise...