I think the problem you're having is that Edmonton doesn't have any HD radio stations yet - Calgary has two HD channels provided by CKRY, but the Canadian markets with this available are few at this time.
Canada Stations
HD Doppler radar works fine on mine, as does the HD radio weather (though for some reason it defaults to Detroit, and I haven't found a way to save Calgary as the default). It does take a little while after starting the car to get the information for either - it first shows the same 'No information received' message.
The two options marked as 'Sirius XM' (Stocks and Sports) don't work as I let the Sirius SM subscription expire at the end of June.