Had a little time to poke around... no absolute proof in these records, mind you, but I may have located Alexander's Vance line by following his sisters. Please bear in mind that where these online sources were transcribed from primary records it would be best to find the originals.
First, it seems Alexander Vance was a manager of Barnard's Express (BX) Ranch near Vernon from the 1860s until his death. See for instance
http://books.google.com/books?id=AVQ5RZeAFCkC&pg=PA278&a... and
https://circle.ubc.ca/bitstream/handle/2429/30174/UBC_1931_A... (search for "Vance" in that second one).
When Alexander died in BC, it was mentioned in the Cairo Citizen newspaper that his sister Harriett inherited; see
http://www.rootsweb.ancestry.com/~ilgssi/Cairo/obits_1887.ht... (search for Vance) where his accident and his two sisters are mentioned, as well as a third sister married to a C. Kirkpatrick living in Cairo.
If you look at the 1900 census, you find Lucy Powell living with her sister Martha Kirkpatrick in Anna in Union County, both in their 70s. Their birth dates are given, but they also say that they were both born in Ohio and their father was born in New Jersey (and their mother was born in Maine). That census record for 1900 is on Ancestry at
http://interactive.ancestry.com/7602/004113805_00048/3582422....
In passing, I'll mention there is an obituary for Harriett Vance at
http://genealogytrails.com/ill/union/news_1899.html (search for the 2nd mention of "Vance") but it doesn't add much.
There is also an obituary for Lucy Powell at
http://www.rootsweb.ancestry.com/~ilgssi/gazette/obit_1910.h..., but it's a little garbled - she's called Lucy Boswell etc. so it may have been transcribed wrong. But she is mentioned there as a daughter of "Captain Alexander Vance" of Cincinnati.
There is a biography of C. Kirkpatrick in Anna referenced in the local biographical history book that says he married two Vance sisters in turn (the first names don't look right), and calls the first one at least also a daughter of Capt. Alexander Vance of Cincinnati. You can find that detail at
http://books.google.com/books?id=nVg0AQAAMAAJ&pg=PA73&am....
Please bear in mind that obituaries and biographical histories often got details wrong, especially people's first names and sometimes their relationships to each other. However, when you get several of those sources agreeing with each other about the main connections, the pattern is more solid.
The City Directories for Cincinnati list a Captain Alexander Vance who operated steamboats on the Ohio River; see for instance at
http://morgan.mwa.org/ohionames/ if you search on Alexander Vance in Cincinnati Ohio you'll find him mentioned in the city directory for 1831.
The 1850 census for Fulton in Hamilton County, OH has Alexander Vance (born 1783 in NJ) married to Sarah Vance (born in Maine) with children Harriett, Martha, and Alexander (among others) living with them still. That all fits. Alexander Senior lists his occupation as "potter", however he was 67 by that time and may have retired from the steamboat business - see later for how those two connect.
More clues to take the family back a little further - several histories of other counties in other states where other branches of this Vance family moved to have described Capt. Alexander coming to Cincinnati. See for instance
http://files.usgwarchives.net/wv/harrison/bios/boughner.txt (search for Vance), which follows the nephew of Capt Alexander Vance. It says the parents of Capt. Alexander Vance were a James Vance and Amy Slack and says James came from Belfast in Ireland. It says that they married around 1778 and "bought a farm one and a half miles from Morristown, New Jersey... His [speaking of James] children were all born in New Jersey, but owing to the scarcity of water there for manufactoring purposes he was induced to migrate to Greensboro, Pennsylvania, where his sons introduced the business of making pottery in that part of the country." It says later that two of the sons, "Alexander and James Vance, had removed from Greensboro to Cincinnati in 1817, where they controlled a line of steamboats on the Ohio River."
Another mention of James Vance, Amy Slack, and their son Alexander is in this book:
http://books.google.com/books?id=MNUwAQAAMAAJ&pg=PA311&a..., where it also says James came over from Ireland before the Revolution, and also talks about his son Alexander both learning about steam engines and also learning the stoneware pottery trades.
That second book also says Capt. Alexander Vance died in Cincinnati in 1850; his tombstone is on Find A Grave where it says he died during the cholera epidemic of that year. That info is at
http://www.findagrave.com/cgi-bin/fg.cgi?page=gr&GSln=va...;
Anyway, individually those are all interesting but unconfirmed reports; it would be better to find birth, marriage, death etc. records confirming those family ties. However, with all those secondary sources agreeing with each other on the important facts, it's likely they're all pretty close to the facts. At worst it's a line to follow up and see if you can find anything in the various NJ, OH, or IL state or local records. But that may be Alexander Vance of British Columbia's father and grandfather in the Vance line, and show that his Vance line was originally from Ireland.
Best of luck,
Dave Vance