Yes I've looked for border crossing info but can't narrow anything down conclusively to my Frances. Anyone who seemed to fit was travelling alone so wasn't too helpful.
The rumour was that the father of the child was married and so she was quietly shipped off to Canada, apparently from the U.S. to have the baby. Not sure if the story is completely accurate though.
The child, May, was adopted shortly after birth by Fred and Lydia Mulholland and the three of them show on the 1911 North Dumfries/Waterloo County census. Probably why May doesn't show up at the Victor House in Toronto.