(a) Yes. Instance admins have the ultimate say in what's on their server. They can delete posts, entire communities, ban remote users and delete remote users. At least they had the decency of notifying you!
Since lemmy.ca owns the post, lemmy.world can't federate out the removal, so it's only on lemmy.world.
(b) You have to go appeal to lemmy.world. Each instance have its own independent appeal process.
That's the beauty of the fediverse: instances can all have their rules to tailor the experience to their users, and it doesn't have to affect the entire fediverse. Other instances linked to lemmy.ca can still see and interact with your post just fine, just not lemmy.world.