Hi Alex — sorry to hear about the problem getting your money back from ISG. If they cancel a class, they really should provide a refund. I’m guessing they couldn’t get enough people together for the course, and that’s why they cancelled, but if it’s their choice they should refund you.
I did find this link for some WSET courses in Calgary as you mentioned: http://www.finevintageltd.com/wine-courses/calgary/.
The Wine & Spirits Education Trust is a pretty well respected source for getting wine training. As a reference, there’s more info here: http://www.wsetglobal.com/