That is an interesting point of law. The Royal family, even without duties, are the Canadian Royal family, a completely separate legal position than from the UK. Canada needed to pass our own succession act to be in sync with the UK because the Royal family is no longer only a UK legal issue.
He's not a Canadian citizen or a permanent resident either. Given that he has renounced his royal duties etc. then he is a guy named Harry Windsor and he can get in the line that is forming around the corner.
So, can Canada bar Harry and family from entering?
This is something never considered. Before 1982 any Royal could move to Canada and live and work here as the Parliament in London still has a final say over Canada.