The my limited knowledge of immigration rules aside, something close to half of Canadian helicopter students are non Canadian so a quick phone call to the school you are considering should get some details on that side, the conversion commercial license conversion is just a matter of paperwork so the PPL shouldn't be an issue.
Detals of requred Id from The CAR's
As for the cost there are some additional factors to address, first being at least in Canada most instructors will be hesitant to recommend all but the best 45 hour pilots for flight testing and some will say be prepared for up to 65 hours to meet the standard.
the second is the different training model in Canada vs the states, Canada tending to have much more experienced, and there for more experienced instructors, as well as things generally costing slightly more in Canada [parts, fuel etc.] leading to significantly higher flight costs ie. an example I found on the web
USD 332 p/h dual 277 p/h solo
Cad 540 p/h solo or dual [for insurance reasons I believe]
Cost difference aside, you get what you pay for and from talking to US trained pilots doing Canadian training, the average level of instruction is much higher.
In conclusion, Training in Canada, is likely to be the same or more than in the US, but will be higher quality [very important if you plan to do only 45 hours and not kill yourself afterwards] generally, if you can afford to fly a helicopter for fun the extra 20K or so for a commercial license is totally worth it. you can claim vocation training for tax, and your going to spend far more that that flying anyways, might as well improve your survival chances. If your concerned about the cost don't bother with a helicopter license. it's only going to get more expensive.
[Note: the op intends to convert to FAA than get FAA commercial this answer is not valid]