Some Canadian magical creatures might come to his aid. For example, a Thunderbird, a large and powerful magical bird native to North America. It could sense Harry's distress and use its magic to transport him to a safe place in Canada. Or a group of Kneazles, which are intelligent cat - like creatures, could lead him to a hidden place where the Dursleys would never be able to find him.
There could be a group of magical outcasts in Canada who take Harry in. These are people who have been shunned by the mainstream wizarding society for various reasons. They would understand Harry's need to escape and would protect him because they see him as one of their own, someone who is also trying to find a place where he can be safe and free.
Well, in this kind of fanfiction, Harry might meet some new magical creatures unique to Canada. Maybe he'll encounter a friendly Canadian werewolf who helps him hide from any threats sent by the Dursleys or Voldemort's followers.
It's possible that an old acquaintance from Hogwarts who has family ties in America could assist him. This person might already have a network in America and could introduce Harry to important people. Also, there could be some reclusive magical scholars in America who, out of curiosity about Harry's powers and his role in the UK, decide to help him. They could teach him new magical skills that are specific to the American wizarding world.
The Dursleys are also important characters in this context. Their actions and attitudes towards Harry are what he is escaping from. Petunia's overbearing nature, Vernon's hostility, and Dudley's bullying could all be factors that drive Harry to find a way to leave. And there could be other minor characters from the wizarding world, like a friendly neighbor who is actually a retired wizard and gives Harry some crucial advice or a magical item to aid in his escape.
Hermione could be one to rescue Harry. She might have discovered some new spell or potion that allows her to bypass the protections around the Dursleys' house and get to Harry. Then she'd use her intelligence and quick thinking to get him out of there safely.
One possible scenario could be that Harry uses his magic skills in a creative way to escape. Maybe he creates a diversion with a spell to distract the Dursleys and then slips away unnoticed. Another could be that he gets help from an unexpected ally, like a friendly magical creature that guides him out of the house.
Dumbledore might play a role. He could be the one who encourages Harry to stand up to the Dursleys. He might have some hidden knowledge about the relationship between the wizarding world and the Dursleys that could help Harry. Also, Hagrid could be involved. He could provide some muscle if things get physical. He might also offer some emotional support to Harry, as he's always been like a big, friendly giant to him.
Hermione could be a likely helper. She's smart and resourceful, and she would likely believe Harry if he told her his reasons for escaping Dumbledore. She could use her vast knowledge of magic and spells to create distractions or to find ways to bypass Dumbledore's security measures.
He might meet Canadian witches and wizards. There could be a friendly wizard who shows him around the Canadian wizarding community.
Maybe he meets an old Canadian witch who has a lot of wisdom about a certain type of magic that is rare in the UK. She could give Harry some valuable advice or a magical item that helps him later at Hogwarts.
He could meet indigenous Canadian wizards who have their own unique magic traditions.