Sole proprietorship eligibility for Business outside Canada

[Mirapakay]

Hello Experts,

I am an independent consultant and would like to setup a firm so that I can start working in Canada.I have few questions though:

1. If I am earning dividends from my financial institutions outside Canada, should I be reporting them to both CRA and IT in other countries?
2. Since I will be sole proprietorship, can I do freelancing for clients outside Canada. If so, should I be reporting that to both CRA and the IT other countries even if I have the income credited only to Canadian bank account?
3. In case of sole proprietorship, who gets the CPP and EI? The other corp or my corp?

Thanks!