There was a foal born in autumn at our ranch and she got her winter coat halfway through winter and kept it halfway through summer...Since they're supposed to be born in spring, I guess being born in autumn can sometimes mess up their coats for a while.... I dunno if this is what happened in your case? If so, then the foal will get adjusted to the seasons just fine in the first year, maybe two. Also, each horse if diff. And it just might take some time. We live in Canada too, and my mom's QH is only half done shedding, and the mare I ride isn't done yet either. I would only be worried if this persists for a long time, and he doesn't get any shedding in the next few months. However, I guess all you can do is wait and see. If you are very worried and there seem to be other health problems, you should consult a vet. Good Luck!