OK, thanks for that. I think that pretty much discounts the Alfred Thomas in Mackenzie, but the one arriving in Montreal in June 1904 is looking VERY promising. Just checked my grandfather's DOB from his birth cert, and it was 16 June 1886. Would there be equally good records, then, for people leaving Canada to return to the UK? I have my grandparents' marriage certificate, which shows them tying the knot in Tredegar, Monmouthshire (my home town) on 22 April 1908, so I'm assuming my grandfather would have been back in the country at least a few months (!!!) in advance of that.
This next bit might be pushing my luck, but I've always been led to believe that the reason my grandfather is supposed to have gone to Canada was to follow his elder brother, Theophilus Powell THOMAS, born in 1880, also in Radnorshire. A date of emigration for him, I would imagine, would be any time after 1896/97. I'm guessing there wouldn't be THAT many Theos around, so any trace of him? Rumour also has it that Theo was in South Africa at some point (possibly again followed by my grandfather), but without approximate dates of travel, I suppose it wouldn't be possible to pursue this line of enquiry any further?