Hi, when I began researching the Bolin/Bowlin/Bolen/Bollen lines a couple of years ago, this was the same family myth I encountered which was quickly proven to be a great family but just a fictional story, nonetheless. There WAS a Robert Boling that emigrated through NY harbor from England around 1850, whether he was descended from Queen Anne Boleyn or not is anyone's guess.
After a lot of research, our Robert Bowlin(g) was a native of St. Clair Co. AL, although either he or his descendants passed on the elaborate tale about being related to the Boleyn's fleeing England.
If your ancestor was from Glasgow via Canada, it sounds more plausible that they might be descended from the other Boleyns. If you have a connection to St. Clair, AL, let me know I have a lot of info on this family.
Betty