Off the top of my head, in 1939 the Calgary Highlanders were forced to adopt "homemade" khaki glengarries because of a shortage of the regimentally patterned red-white-red diced glengarries, as worn by the Allied Regiment, The Argyll and Sutherland Highlanders (Princess Louise's).
This would seem to indicate to me that local purchase of the "proper" pattern glengarries in the quantities necessary was not possible.
I know that even today, regimental glengarries are obtained from the 'old country', though some cadet corps and civilian pipe bands cut corners and obtain them from Pakistan, where they are made on the cheap.
Firms such as Robert Mackie in Scotland provide the best quality wool today. I realize this doesn't answer the question in the least, but can only tell you that in 1939, in at least one regiment, the supply of highland headgear was a definite concern and that Canadian sources of supply appear not to have been an option. To the point that they wore really lousy looking expedients.