Your message didn't indicate what census research you have done but here is what I found on your family.
1930 United States Federal Census > Montana > Daniels > School District 7
COSSETTE, Leo, 38, widowed, b. ND, parents b. CAN (FR), rural route mail carrier
Donald C., 16, b. ND
Robert L., 14, b. ND
Clifford G., 12, b. MT
So, they moved to MT between 1916 - 1918.
1920 United States Federal Census > Montana > Sheridan > School District 47 > District 205
COSETTE, Leo G., 28, b. ND, parents b. CAN (FR), carrier, US mail
Antonia, 26, b. ND, parents b. CAN (FR)
Donald, 5 8/12, b. ND
Robert, 4, b. ND
Clifford, 3 6/12, b. ND
So Antonia died between 1920 and 1930.
1900 United States Federal Census > North Dakota > Cass > Stanley > District 40
COSSETTE, Alphia (?), b. Apr 1841, 59, m. 26 yrs, b. CAN (FR), parents b. CAN (FR), emigrated 1870, not naturalized, farmer
Mary, b. July 1857, 42, m. 26 yrs, 11 born/10 living, b. CAN (FR), parents b. CAN (FR), emigrated 1873
Willie, b. Oct 1878, 21, b. ND
Leo, b. July 1882, 17, b. ND
Anna, b. July 1884, 15, b. ND
Lea, b. June 1886, 13, b. ND
Laura, b. July 1889, 10, b. ND
Helen, b. Feb 1891, 9, b. ND
Louis, b. Dec 1892, 7, b. ND
Antoinette, b. Nov 1896, 3, b. ND
Edward, b. May 1898, 2, b. ND
1880 United States Federal Census > Dakota Territory > Cass > Not Stated > District 59
COSSAT, Julius, 38, farmer, b. CAN, parents b. CAN
Mary, 25, b. CAN, parents b. CAN
Flora, 8, b. Dakota
Jane, 3, b. Dakota
William, 2, b. Dakota
From this we learn the names of the other two children and that the first was born about 1871-1872, Dakota Territory. This mean the parents were married right about the time they emigrated and may have been married either in CAN or USA.
The closest I can come in 1870 is:
1870 United States Federal Census > Nevada > Douglas > Not Stated
CASSET, J., 30, laborer, b. CAN
(There is another, John CASSETT, same age, same location, on another page)
Now, for SAUVAGEAU I find:
1900 United States Federal Census > North Dakota > Cass > Stanley > 40, three families of this surname on the same page. Antonia, daughter of Emelie, widow, was born Aug 1893. The mother emigrated 1889 along with the first 3 children listed. The older persons on that page of that surname emigrated 1879. It would be worth your time to investigate all of these people on the 1881 Canadian census at http://www.familysearch.org
. Champlain, QC has a lot of people of that surname.
Posted by an unrelated volunteer as an act of genealogical kindness.