I think the Zellers on Merivale Road has(had?) a big supply of yarn. Well, big as far as Zellers goes - a whole aisle's worth! But they recently renovated, and while I've been there a few times since they moved stuff around, I haven't actively looked for the crafts section so I'm not sure where it is.
I should be going there tomorrow to pick up some stuff, so I can check and get back to you. In the meantime, perhaps call the stores individually and find out if they carry it? Might be tedious, but that way you'd be sure.