You can see if Fitch, S&P, or Moodys has them listed publicly. CU deposits in Ontario are secured up to $250K by account holder (total for all accounts) at the CU. With any FI, scale is key.
At my last company if I had to assess an FI I'd start with their annual financial statements.
Example:
https://www.fitchratings.com/entity/...union-96666670
Which banks collapsed last year? I know of at least one smaller CU, maybe two that failed.