From what I can see with my family history they came from Great Brittain
The Gilliam's were in Virginia's early history.One James Giliam was in Buckingham County,Va and was a very wealthy landowner.He left with any of his family and went to Tennessee.Many of my Gilliam.s went to Kentucky in Harlan Kentucky or Pikeville Kentucky.My grandfather rode on horse to Lee County,Va and then to Norton,Va.There are many spellings of Gilliam in Kentucky and Virginia.I have not seen any of my family come from Canada.Thanks so much for the question.