PLease read and study, here is link;
http://www.esdc.gc.ca/en/reports/ei/maternity_parental.page#h2.5-h3.2
Absence from Canada
Although you can receive EI maternity and parental benefits while you are outside Canada, you usually cannot be outside Canada while you are receiving other types of EI benefits.
Am I allowed to leave Canada while receiving EI maternity or parental benefits?
Yes, you can receive EI maternity and parental benefits while you are outside Canada. However, if you leave the country, please let us know by calling 1-800-206-7218 (TTY: 1-800-529-3742) and pressing "0" to speak with a representative.