Canadian Naturalization?

I've been trying to track down more info on my g grandpa Oscar Anderson (first name might be Joseph).  He married Alma Emma Robichaud in 1914.  When he enlisted in the Nova Scotia Rifles his papers said he was awaiting for his naturalization papers.  That was 1916.  He died in 1921 in New Brunswick.  So far non of the records I've found list a town that he came from, only Sweden.  I was hoping that his naturalization papers might have more info.  I wrote to the Canadian archives weeks ago and haven't hear back.  I've also tried searching their database online.  So far no luck finding him.

Any ideas on were I might be able to find the papers online?  How long do the papers take to be prosessed? Is it possible although he was in the Canadain millitary, he wasn't given naturaliztion papers?