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It's a shame OP, I'm sorry you're in that situation.
When entering Canada, should you be stopped by border officials and they find out you are terminally ill with no insurance they will deny you entry into Canada. This is because a lot of people try to get into Canada and get healthcare where they cannot afford it in the USA. Also I'm not sure how they are with handguns entering the country either.
As for empty wilderness, there is tons. This is a map of Ontario, the most populated province. Almost all of the population lives in southern Ontario along the great lakes. As you can see the north land has few towns, often separated by hundreds of kilometers. You could easily find a spot out of the way somewhere.
The summer would be a more enjoyable time to do this. I would hate for you to go in the winter and be caught unprepared. The cold is deadly; and it is a desolate place in the winter. But I suppose if your end goal is to die, it doesn't really matter. On the plus side, if they don't let you enter Canada with a gun, the cold will take your life instead.
