They're slaughtered in Canada the EXACT same way they're slaughtered in the US, and we have essentially the same rules and regulations in place regarding how a kill floor operates.
And for the record, shooting an animal is exactly the same as using a captive bolt. If both are done properly, the animal is instantly brain dead.
Also, Mexico does not stab their animals to death. They do not have the same laws in place, and therefore they likely slaughter in much the same way we do but without as much concern for animal welfare. Stabbing an animal to death for slaughter is stupid, as it would render the meat worthless for human consumption. They stun them and cut their throats, and just don't really care if the animal is still alive.