I am in a similar situation to you, so I can't claim to know the correct answer. But I had many discussions with the CRA on the phone and spoke with several of their experts and to be honest none of them seemed to be really sure.
For one of the NR4's I had one could find a box which somewhat corresponded even though box numbers different. In the end the one agent suggested that since the correct amount of tax was withheld, I didn't need to re-enter these forms as if I were doing my taxes as a resident, so I removed them and simply attached a cover letter with my return and included the slips for completeness. No idea if this was correct, but no one on the CRA side seemed to know any better. In the end I will still have further tax obligations on the amounts in my country of residence. For the statement of world income, as far as I understood it was more to see if any credits are applicable, but I don't think it impacted the next amount of income tax owed. The one CRA agent I spoke with said I should for that statement of world income I should quote the income before withholding tax in all cases.
