If a package is delivered by UPS you will be charged a huge brokerage fee, plus duty, plus GST on most things that come up from the US. If it is shipped via USPS (the US Post Office) generally there is no duty, on occasion there is a Canada Post fee, plus GST.
Connecting Threads brokers packages across the border and you will pay nothing at the door.
I will not order from a US company that only use UPS. I once ordered from Fabric.com and requested USPS, but they sent my packaged UPS. I refused it and complained to Fabric.com, they refunded my money as it was their mistake.
Earlier this year I bought quite a bit of fabric ($165.00 US) in one order and paid no duty. I have never paid duty on a MSQC order either.