"Page-2 and Page-3 on the US site should use rel canonical to point to US Page-1. And Page-2 on CA site should use rel canonical to point to Page-1 on CA."

Sorry to say, but this is wrong. Having this configuration will lead the Googlebot to not index or follow anything on page-2 or page-3 because only page-1 is the canonical page. Use either canonical to "page-all" (if existent) or rel="prev"/"next" (sometimes useful with Robots-Tag with noindex,follow for page-2, page-3 ...)

See > Mistake 1: rel=canonical to the first page of a paginated series
https://webmasters.googleblog.com/2013/04/5-common-mistakes-with-relcanonical.html#