None of that money disappears into Federal coffers. The Province of Alberta makes no direct transfers to the Federal government, and does in fact receive transfers from the Federal government - just less per capita than other provinces.
I feel only somewhat sorry for the auto industry, and perilously little for the traditional 3 American ones. I was none too happy when we bailed them out under the Harper government, though that turned out to work in the near term. North American auto manufacturing is woefully inefficient and backward. European manufacturing engineers come here and are appalled at how far behind North American factories are - then see Chinese plants and are terrified at how far behind China they are.
But I think you are misunderstanding the nature of the North American auto industry. The level of integration is very high - Canada has always manufactured in rough proportion to the size of the Canadian market (the old Auto Pact was exactly that) but for efficiency the ‘Big 3’ made all of some models in Canada, and all of other models in the US, then swapped them across the border.
