"Thunderwolf Calvary" is a specific unit that has the Wolfkin ability that allows rerolls.
Canis is not a "Thunderwolf Calvary" even if he is mounted on a thunderwolf. His unit name is "Canis Wolfborn".
Instead of Wolfkin he has a rule called Lord of the Wolfkin that allows local wolves to use his leadership.
Again, no, Canis does not enable re-rolls.