I have to disagree about link juice. In many cases, canonical tags will work much like 301-redirects, and do seem to pass link-juice. I've even seen experiments where people used canonical tags to move an entire domain. I wouldn't recommend it (except in rare cases), but it seemed to work.

I am concerned, though, that you're linking internally to one version, but then using canonical to point to another version. I find that's a bad idea - while it sometimes works, you're sending a mixed signal, and it can cause problems for your SEO efforts. I personally think that a truly canonical URL should be used consistently across the site, including in internal links. Internal links are one of your strongest canonicalization cues.

Unfortunately, it's hard to say if link-juice is being passed, given the mixed signal. I'm afraid there's no great way to measure it, at least on the level of the individual link. I should add that Google also isn't a big fan of setting a canonical to page 1 of search results. They'd generally rather you canonical to a "View All" or use rel=prev/next. Canonical isn't always a good bet for pagination these days.

Just one adjustment to this - although I think David's right that the canonical tag can be a good solution. Although Google can index https: fine, the issue is whether you're creating duplicates. If you have duplicates, then it's possible that the https: version could be the one you want as canonical. In this case, it doesn't sound like it, but I just wanted to point that out.

Of course, long-term, you should sort out why these are being created. A desktop crawler like Xenu or Screaming Frog may be the best bet, but I'd hit the WordPress forums, too. Odds are it's a common issue. Typically, it happens when some deeper page (like a shopping cart) on a site is secure, and then the links are all relative ("/about.php", for example). Then, those links get crawled as both secure and non-secure.

Unfortunately, I'm not a WordPress expert, so I can only speak in generalities.

Yeah - I'm really afraid that stacking all those sub-domains is going to cause you long-term issues with your link-building, and that some of those sub-domains could fragment. If the country needs to be in a sub-domain, then I think the hybrid approach (with "/shop" as a sub-folder) may cause you less trouble.

I will warn, though, that any change like this carries some risk. You'll have to put proper 301-redirects in place.

I might try the href lang tags first, though, and see if it helps the current problem (it may take a few weeks). Changing too many aspects of the on-page SEO at once could cause you a lot of grief.

If you have separate GWT profiles, then I think the XML sitemap may have to be under the sub-domain - Google has to be able to access it from a sub-domain URL. It doesn't have to be in the root of the sub-domain.

I'm not clear on what the "shop." pages are, but stacking sub-domains like that sounds like it's getting pretty messy. Why the separation?