If the HRRR is not working for you, that is unfortunate. You seem to think the Euro model works. Use it if it works. I know in my area (northeast coast US), easterly winds can create low clouds, drizzle and rain that the models poorly handle. I suspect the ECMWF model does a better job with that, but I never do a proper study to determine that.
As for why the HRRR might not work in your locale, one explanation could be that you're not likely seeing the advantage of the HRRR's 3km top resolution. That resolution does not cover central Canada. In fact, HRRR's 3-km grid does not include a vast majority of Canada! Central Canada is in the 13km domain, and that might help to explain things. Also, inaccuracies might further arise possibly due to the complex interpolations required across and near-to the boundaries between the 13km and 3 km domains.
Another issue is that your forecast accuracy might also be affected by the proximity of the overall model boundary to your location. Furthermore, good satellite data for your area might also be lacking, since central Canadian weather often is affected by nearby polar areas lacking suitable coverage by continuously-overhead (geostationary) satellites (e.g. GOES).