I am not knowledgeable on scams but I would assume because he(most likely it's a group actually) is emailing ladies from different provinces that he is nowhere near any of you. It is a money scam and he most likely doesn't even live in Canada.

If you are truly scared and want to feel more assured, give your local police a call and explain the situation to them. They will be better to talk to and can answer some of your questions. They will probably want to know about the scam too