Canadian politics can be very fluid. One pattern I have noticed is that when it come to the 3 levels of government Federal Provincial and Municipal Canada doesn’t seem to want the same party or group running all 3 at the same time. So you often get one party running one or the other and then the remaining one in opposition. Currently from a Toronto perspective you have conservatives at the Federal, Liberal at the provincial and now somewhat conservative at the city.
My understanding is that the parties are separate on the different levels. The Federal Liberal Party and the Ontario Liberal Party are not the same. Even more so in Quebec, where the Quebec Liberal Party is organized to keep the province in Canada, so contains both liberals and conservatives. This is a tactical alliance to win against the Parti Quebecois in provincial elections. Past Quebec Liberal leader Jean Charest was also a leading member of the Tories. Provinces in Canada have a lot more sovereignty over their affairs in relation to the federal government than US states.