cannot change my gametag id to tarzan

it may be because they have already used it or because it is very short if you have further questions support xbox

reDownload your Gamertag to the console to make sure the console the correct information

I have my account set in Canada.

This is part of my issue. If you could advice me to where it lists elsewhere I will make the adjustment.

I went through my setting and account info and confirmed they all say Canada.

Please provide further assistance.

Check the region in the far bottom left corner of the website and make sure it is set for Canada.

If you are doing this on the website then I'd suggest scrolling down to the bottom left side of the page and select the country shown then choose Canada and try again.

If you are still having trouble and your information is all correct at https://account.microsoft.com and you're not running a VPN (Virtual Private Network to make it seem like you're somewhere else) then it may be an account issue specifically. For that you may need to contact a Microsoft Advocate via https://support.xbox.com/contact-us. When you get connected to chat please ask to be escalated for an account related issue