That does not answer the question, where did you cancel, in Grim wallet?
A transfer that is successful will always be credited to the destination wallet, you/your-wallet signed for it remember. The payment proofs can give definitive proof to whether the transaction was finished or not. I searched your transaction for you, here it is 
:
So yes, the transaction did happen and the funds are not lost.
Perhaps you discovered a bug in how the grin-wallet client deals with cancelled transactions, for example by blacklisting the key used in the cancelled transaction to avoid reuse which is dangerous. @Yeastplume Do you think that would be possible, I mean would it be possible that the wallet does not use the key from cancelled transactions when scanning the chain and such overlooks a failed cancel (cansel after transaction is broadcasted)?
When doing a full recovery from seed, (so no not just a re-scan but creating a new wallet from your seed), the funds will show up since the new wallet does not know the transaction was cancelled and will use all its keys to scan the chain.