The only significant favourable tax treatment relates to dividends. Eligible dividends from Canadian corporations are taxed at much lower rates than foreign dividends. To qualify the company has to be headquartered in Canada, pay income taxes in Canada, and a few other rules. So SHOP.TO, DOL.TO, and TD.TO would qualify although these companies don't all pay dividends.
Capital gains are taxed equally whether local or foreign.
I would definitely try to put your Canadian stock ETF (VCN/XIC/ZCN) allocation in your Cash/Margin account.
As for having ETFs with foreign stocks, you should consider using swap-based ETFs. HXS covers the S&P 500 and HXX covers the Eurostoxx 50 at low fees. You should also put bonds in your Cash/Margin account. HBB is super tax efficient and ZDB does a good job as well. Both are low fees.
Unless you earn a low taxable income, I would not aggressively pursue dividend investing (VDY) in your Cash/Margin account. Taxes can eat up the extra gains.
As for other critiques, here in Mustachian world we tend to lean towards simple, passive index investing. Often using 3-5 ETFs. Do you really need SHOP, DOL, and TD?
I'm not one to link dump, but I do talk about this on my blog in detail so check it out if you wish.