I live in Canada, where the buyer does not pay realtor fees. Am I supposed to give a cash gift or some other sort of thank you? Our agent acted on the seller’s behalf as well as ours. What’s the protocol?

No way! Even if the buyer does not pay realty fees the realtor still gets a commission for selling the house. The realtor is definitely getting something out of this, that’s what motivated them to find you the perfect house. They might come across as a genuinely nice person but that’s part of being in sales. You might regret getting them a gift in the future. If you really feel like showing your appreciation send a thank you card and maybe some pictures of what you did with the place, also note that you will refer your friends to this realtor. Some companies will send you incentives for referrals like gift cards to places like Home Depot or Lowe’s.