Hi Stella,
Replacing the OK area code with a Canadian area code won’t work. If they are in Canada and have coverage/roaming over there you should be able to reach them using the OK number. In other words, their cell number is unique anywhere they would travel. From what I know however, roaming outside of US borders is quite expensive so it is possible that they turned the phone off while over there.
The other suggestion that they can’t receive calls from outside the US is quite plausible. In the US cell phone subscribers generally pay for calls/texts received so they likely have the option to turn off receiving calls from abroad. Not many people do it but who knows.