There are financial planners/accountants/lawyers etc in Calgary that specialize in this relocation stuff. I consulted one before I came to the UAE and I would say it's a must. You need to know what to do if you plan to avoid Canadian tax. You don't necessarily need to cancel your Canadian bank account as mentioned above but there are many other little things you MAY have to do to later demonstrate that you're not a Canadian resident.
I wouldn't necessarily recommend the guy I used but do get some professional advice and hire someone to do your departure tax return. Of course my situation is a bit simpler because there are no taxes in the UAE. For the UK, you will need to consult the agreement in place between the countries.
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