I think your gas mileage issue is a winter issue. Oil companies promote cold weather starting by putting lighter ends in their gas during the winter. The offset is that lighter ends have a lower calorific value than heavier ends in the gasoline mixture. Lower calorific values in your gas results in poorer mileage. In general, the US is warmer than Canada and cold weather starting is less of an issue.
Oil companies swap product to save on transportation costs and maintain a presence in areas where they do not have a refinery. To illustrate, there are no refineries in Manitoba yet all major brands are available. All gasoline in Manitoba comes via pipeline from Shell in Edmonton or Co-op in Saskatchewan. On the East Coast your gasoline comes from an Irving or Esso refinery. Canadian Tire and Costco do not have refineries and buy their gas for resale from others. My point is that if you buy Shell gas it was not necessarily from a Shell refinery. Selecting the right gas is by trial and error in the area in which you live.
Personally, I purchase from busy service stations with few pumps. This tells me that the product turns over frequently in the underground tank and is fresh i.e. right for the season and not likely to have any condensation in it.
Hopes this helps.