Hello Pinkerton,
Konexion just does the pre-screening. If they think you're EK material (whatever that is!), they'll forward your resume to EK and invite you to an EK global assessment day. I'm not sure as to why they decided to switch their Montreal plans. Maybe, Konexion plans on organizing another Open Day in Montreal prior to callin' the EK peeps. And, they might be on schedule for the Calgary one. Usually, the global assessment day is held 2-3 days after the Konexion interview. Konexion will either give you a sheet of paper with the global assessment day details on the spot or they'll email you within 2 days.
Drafting a cover letter is a good idea. It shows you've put some thought and planning into it. I think you'll ace it