you’d have to send the Foreign Insurance Certificate to the Canadian insurance company. Not sure if this line in the certificate would be a problem for insurance companies: “insured person is insured by health insurance in accordance with the law and regulations for foreigners who apply for the Non-Immigrant Visa Type O-A.” They may claim they don’t know.
I am not on a DTV but I was curious to see if these are easily handed out. I contacted the Thai embassy in Ottawa and inquired about a cooking course. They said it must be four to six months in duration- that’s all, one four to six month course for a five year DTV.