Wirelessly posted (BlackBerry: BlackBerry8530/5.0.0.1030 Profile/MIDP-2.1 Configuration/CLDC-1.1 VendorID/417)
Wholly apart from the Canadian immigration issue, if the OP and her sister travel to Canada on one ticket, and from Canada to Europe on another, they might not be protected in the event of a missed connection at YYZ (due to delay or cancellation of the Delta flights, long immigration processing time in YYZ, etc., etc.)
Traveling on two separate tickets is usually a risky proposition, unless one has built in a lot of connection time (and maybe even an overnight), at the intermediate point.