You should have purchased a PSP-DEN-FRA-NCE-FRA-YYC.... and left you previous ticket open for future use, less the penalty. I think you are pretty screwed up now and you might have to send dad home with all the bags!
As a first step, why not ask the airline to split the itinerary so each traveler is on his/her own itinerary? I've done this many times. Once the itinerary has been split, the OP can ask the airline the cost of canceling DEN-YEG-YYC (for him/herself and Mum only, not for all 3 parties). If that cost is prohibitive, s/he and Mum will indeed have to travel with carry-on only and abandon DEN-YEG-YYC (leaving Dad stuck with the rest of the bags, as mentioned by
ABG). Keep in mind the fact that airlines don't take kindly to abandoned legs. If they've got your FF number, they may track you down and penalize you.