It's sad to know that you are out of status in US. There is always a way to come out of the situation. It's true to say that you won'r be able to retunr back to US any time in future, if you take exit no matter whether you become Canadian or Australian. If you want to stay in US then do whatever you can do here without taking exit, it may be getting married to US citizen or asylum (at least it will provide you with legal status to work in US as long as you don't receive you final approval), all other process will not provide you easy escape.

If you think you can make your life better in Canada and Australia then it could be just like playing a game as you can not predict the out come. I don't have much information about Australia, but I can help out with Canadian immigration guidelines. As per the  rule you need to be legally admited in US for more than a year,.........remaining works are kept silent which they don't ask but they do look for. It's presumed that if you have become illegal even for a day, your backgraound check will reveal your status in the US which will guide your application towards refusal. As per rule, they do 2nd background check at the time they issue Immigrant Visa, so it's not easy to hide your status from Canadian immigration officer. In the process of immigration Canada share lots of information with US govt. (as we are applying from US) which provide better opportunity to US govt to locate you and accelerate deportaion.There have ben only couple of instance that I know of, where ppl from US were issued Immigrant visa from Canadian consulate and that was way back in 1999 to 2000. You can find all above informations in google, try it.

The beter out come of this situation will be to file asylum in US, once you get you temporary status in US that means long before your approval, just go ahead and file refugee in Canada. The processing time for refugee is less as compared to skilled worker.

I am a silent visitor of this forum, but today I decided to write few words, I hope you find it helpful. I wish you best of luck!