Well, low and behold, by chance I found a newspaper announcement of Eliza Thompson and Hugh McMillan's marriage in Indian Head, Saskatchewan (see below). Thank you online newspapers.
I guess this answers my question but thanks to all that helped me with this problem.
Dan
McMillan - Thompson : On the 2nd inst., by the Rev D. Lewis, at the residence of the bride's parents. Hugh J. McMillan to Eliza Lavina Thompson, all of Indian Head [Saskatchewan].
Source: The Qu'Appelle Vidette - Nov 4, 1886 Saskatchewan
Note: Rev. D. Lewis was the pastor of All Saint's Anglican church, Katepwe, Sask. (north of Indian Head).