Is there a canon-supported estimate on how far an Immortal can "sense" the presence of another Immortal?
It depends on what you consider canon. In the movies it is never discussed in depth to give a range. The show implies that it can depend on 3 factors, age of the Immortal, the number of Quickenings they have had, and an x factor that sometimes is explained as either a spiritual or meditative suppression ability. This can limit the sense range from 20 feet, as seen when Duncan met Methos, or as much as 100 yards.