I very much doubt a relocation to Canada was on the cards. At the time of the murders Sheila's birth mother hadn't even told her other children about Sheila's existence
Which rather begs the question of whether she ever had any intention of doing so. And her husband wasn't very supportive either. Sheila had no transferable skills, qualifications, money etc so how would she have supported herself in Canada? Plus her ongoing mental health issues. Also how would Colin have felt about the twins relocating to Canada? With an ocean between the pair and the birth mother reluctant to introduce Sheila to the wider family it's difficult to see this reunion as anything other than another bitter blow for Sheila 
It's what I would have thought what Sheila was thinking,NN,,just to get away. Her mind was already in turmoil as we know,,and we also know that going to Canada wasn't a practical solution either,nor an option.
It was just something that I surmised that possibly came up in the conversation,amongst other things. There'd have been a lot of hurtful things said against June,,and possibly Sheilas' own disappointment when Neville wouldn't " back her up ". The man that she leaned on had also let her down,,and that's when things came to a head.
If she herself couldn't have charge of her children,,nobody else was.