bengalese and zebras will hybridise, but not readily. i breifly kept a cock zeb and hen bengalese together (both birds had previously bred with their own kind) and they built a nest together, copulted regularly and laid eggs, the eggs were infertile, but i belive this was to do with the age of the hen bengalese, she was ancient. although ive never seen one in the flesh, ive heard of zeb X beng crosses, but they are rare. also, as they are not closely related species, the resulting hybrids would be sterile. i have seen beng X hecks, and hecks are more closely related to zebs than bengs, so its certainly possible.
as for 'creating a sterile species', well thats an oxymoron if ever i read one, how can a species exist if its sterile. one off hybrids do not create a species. there is often a negative attitude towards such hybrids as it seems there is a fear that once someone produces a few odd hybrids, the future of pure strains will suddenly hang in the balance, which is rubbish, especialy when you are talking about very common species which produce sterile offspring in the first place.

back on topic, no, zebs and canaries cannot hybridise, although i wouldnt say they could never try, the species are not closely related enough to actualy cross breed, it woud be like trying to cross a fox with a dog, they are from the same extended family, and they may actialy try to breed, but its geneticly impossible.