Answer
The APN is set in your main.py script. The script linked below is the minimum modem configuration:
https://github.com/LairdCP/canvas_python_samples/blob/main/networking/modem/modem_minimal.py
This function call is for setting the APN:
https://lairdcp.github.io/canvas_python_docs/canvas_net.html#canvas_net.Modem.set_apn