No, but at the point where you set up the canary, you aren't violating a gag order. You can't violate a gag order that doesn't exist yet. And by the point wher

No, but at the point where you set up the canary, you aren't violating a gag order. You can't violate a gag order that doesn't exist yet. And by the point where the gag order comes into force, it's too late; you can't comply with it in a way where you aren't compelled to lie, a power that the gag order does not possess. That's the point of the canary; you have preemptively removed from yourself the ability to fully comply. Which is entirely legal. Gag orders aren't retrocausal. Either it's fundamentally illegal to say that you haven't received a gag order, or gag orders can force you to lie, or canaries work. One of those three options must hold.