Canning, held at Newgate, was reported to be in the presence of Methodists, an unfortunate accusation for her side. On the same day this report appeared, handbills were circulated asserting that the Rector of St Mary Magdalen had visited her and was satisfied that she was still a member of the Church of England. Among her visitors was Mr Justice Ledinard, who had helped deliver Virtue Hall to Gascoyne. Ledinard asked Canning to confess but was told by Canning that "I have said the whole truth in court, and nothing but the truth; and I don't choose to answer any questions, unless it be in court again." Despite calls for clemency, she was taken to the convict ship "Tryal" for her voyage to British America. Several threats made by the ship's crew, however, meant she eventually sailed on board the "Myrtilla" in August 1754. Canning arrived in Wethersfield, Connecticut, and by arrangement with her supporters went to live with the Methodist Reverend Elisha Williams. She was not employed as a servant, but was taken in as a member of Williams' family. Williams died in 1755, and Canning married John Treat (a distant relation of the former governor Robert Treat) on 24 November 1756, had a son (Joseph Canning Treat) in June 1758, and a daughter (Elizabeth) in November 1761. She had two more sons (John and Salmon), but died suddenly in June 1773.