I too have an ancester who was a loyalist and arrived in Nova Scotia on the ship "Thetis" in 1783. On line you can go to the provincial Archives for Canada thruough this site:
http://www.collectionscanada.gc.ca/genealogy/022-909-e.html
you may be able to find someting about your relatives there and if you contact them you can get copies of some information
orit may give you enough to continue. most loyalists that went to Canada had land grants for property. If you know where they
settled. the people are very nice and try to be helpful. I found my ancester's trip and it gave a reference and page no . I have the provincial archives checking it for me now.
Good luck in your search.