I don't know this individual, but if he was shown as "from Canada" the spelling of his last name might have started as GAGNIER which was pronounced in French as "gawn-yay" or "gahn-yay". This is a very common surname in Quebec.
His first name Ferrin might have been "Ferrand" (fair-on) or "Fernand" (fair-non). Since he was only 17, he was not likely married. You would have to find out what church parish in Quebec he was baptized in ca. 1863, which might be quite difficult. One hint - you might go to those places in Quebec that are just across the border from Jefferson County. If he was born and raised Catholic, there are lots of good church records available through the Government of Quebec (most info is likely in French). Another possible source: the Canadian census records of 1871, when Ferrin would have been 7 or 8 years old. If he was back in Canada in time for the next census of 1881, he might also appear as a 17 or 18 year old.
Over 1 million people migrated to the USA from Quebec between 1850 and 1950 to find jobs, and as soon as they hit the US customs people, spellings and pronunciations were changed because officials did not understand French, and the new arrivals often could not write.