Before I continue trading on it, I'm going to make sure everything is clear, and log screenshots and all else. As well, I'm going to make sure that I don't do futures. Spot only. I've heard futures puts you in the crosshairs of any exchange
I know you are trying to get everything clear and figured out, so you don't get rekt later, which is great on your own part. However, take note that centralized exchanges can operate in a certain kind of funny way, you may be told that it is dependent on your province in Canada right now, but sometime later they can still confiscate your funds for using their service from a prohibited country, except you really want to use this exchange, i recommend you just leave it and use another that is clearly accepted in your country.
Also, i think that MEXC is one of those exchanges that allows you to use the exchange without KYC so what is the point of doing a KYC with a country which has some ambiguity? Better you tha exchange without KYC and i hope his trading volume will be within the limits of a KYC-Free account.
Since you have already done the KYC and using this exchange, better to keep this conversation safe, so in future if they try to block your account, you have some evidence showing that it was allowed by the MEXC representative.