Really just want to make sure that cellular data and the default voice line are set to the sim you want to use while roaming.

Also will want to make sure this is off (which can be found by tapping on cellular data):

After that, just make sure you aren’t placing any calls or texts from your canadian sim.
When placing calls, make sure it says the right sim at the top:

And when texting, choose the right one at the top:
​​​​

Thanks Allan. I don’t plan to make calls or even send texts with either Sim, I just want to receive texts on Primary (2FA verification) without roaming costs and use the secondary local eSim for data/maps/google. I’m just not sure how to remain receptive to incoming sms on Primary but utilize data on secondary. 

Would I need to toggle the Allow Cellular Data Switching to ON and just be cautious about using the correct Sim when requiring data, will it be that obvious?

Do I also need to prevent voicemail from picking up calls on my Primary Sim?

Thanks so much for your help!

It will not. If you turn allow cellular data switching to be on, then your phone will just use whichever sim card has the best signal, you will have no control over which one is using data.
 

People leaving voicemails is okay. You just can’t call your voicemail to listen to it as that would be considered a call and you will get charged for it.