"Wherever" and "whatever" are fully acceptable words in standard English. I am not aware of any situations where their use would not be appropriate. However, "Wherever you want to go in Canada," is a sentence fragment, so perhaps that's what the teacher was trying to avoid. But, "Wherever you want to go in Canada is fine with me" is a complete sentence, and a perfectably acceptable use of the word.
By the way, it's "in the same vein," not "vain."