Go find out from HRSDC but remember they will not teach you what to do.
My suggestion is not to take ESL and take the free english course for new immigratant at night. Watch TV, study yourself, and find friends (or living with an engilsh speaking faminly) to practice english.
It also depends on whether the math course is approved by HRSDC.
If not, you need to ask HRSDC for permission to take Math course and take them you will be available for jobs and quit the Math course.
Once you registered in the course, there is a possibility that HRSDC will know and disentitle you EI, as you will not be available for jobs. HRSDC always ask training institution to send student registration to them to determine whether all their claimants are taking courses and not available for work.