Im no expert on Canada, but in most western countries you dont need proof that you live elsewhere. The way it works is that you need to fulfil the criteria for being out of the tax net, typically by not having ties to the country you are moving from and not spending too much time there, after you move out.
With some exceptions, where you have moved to doesn't matter, what they check (or make you show) is whether you have properly moved out or not. You do usually have to give them an address abroad though, and it is anyway useful to have an official address abroad for all kind of reasons (for banks, EMIs, brokers, insurance etc). Id recommend having an official residency permit in the country of this address. But to also get a Tax Residence Certificate from this country, while it cant hurt, is I think usually unnecessary (unless Canada has some unusually strict requirements).