The official Pokémon movie website has updated with the fourth part of the coverage of Yuyama's location scouting report. Translations follow:

This time, Director Yuyama chose Canada as the country he would go scouting in. He went there in search of the landscapes where Yveltal would sleep, where Xerneas would hide, and Diancie would journey.

Part 4: To the Rideau Heritage Route
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Our first destination this second day was Rideau Canal. This is a long canal, roughly 202 km in total, running from the capital Ottawa to the city of Kingston on Lake Ontario. Being that it is the oldest canal in North America, it was registered as a World Heritage Site in 2007.

The entire surrounding area is known as the "Rideau Heritage Route", and old towns dating back to the 19th century, the period when the canal was constructed, can be found throughout the area.

We immediately got off the bus for a walk near the canal, but we got really surprised by how cold it was. We had been told Canadian mornings and evenings are really cold at this time of the year, but still...

For earlier parts, please go here:
Part 1
Part 2
Part 3

Source: http://www.pokemon-movie.jp/locahan_report/