To add an alias in Canary on macOS, open Canary Mail > Preferences > Accounts > Select the Account > Aliases > +.
To add an alias in Canary on iOS & Android, open Canary > Settings > Accounts > Select the Account > Aliases > Add Alias.
On iOS and Android, you can set an alias as default via Canary > Settings > Accounts > Select the Account > Aliases > Swipe right to default an alias.
On macOS, you can set an alias as default via Canary > Preferences > Accounts > Create Alias > Click on the “Make default” button at the bottom of the window.