Did they ever produce a slant 6 4 speed with a console in 1966?

No, the '66 Canadian cars all had conventional cross-and-roller U-joints. These were '66 cars built with '66 parts to a '66 spec, they were not thrown together with leftover '64-'65 parts.

Before the 1967 model year there were specification differences between US and Canada-market cars, and there are a few cases where a specific change made in the US wasn't made in Canada until a year or two later, but I don't agree that the Canadian cars were generally behind the US cars. What have you seen that makes you think so?