These are all seperate issues. You cannot deal with them all at once/together.
As a convicted felon, I do not believe you may ever possess a gun again, period. I do not, however, deal with this issue regularly. So, I suggest you consult with a local, experienced criminal defense attorney on this issue.
As for Canada, you are a convicted felon and, thus, are inadmissible. Whether Canada would consider you rehabilitated is another issue entirely. You can apply for rehabilitation if more than 5 years have passed since the offense. So, you may apply for rehabilitation. You can find more information on rehabilitation at: http://www.cic.gc.ca/english/information/applications/rehabil.asp. Be aware that, if you are inadmissible for entry into Canada and you cross the border, you are committing a felony in Canada.
Whether you can expunge your conviction is another question for a local, experienced criminal defense attorney. Most initial consultations are free. So, you have nothing to lose! Perhaps, if you can expunge the felony, you can possess a firearm again.