Equestria Girls is canon. The comics aren’t, though they have about an 80% compatibility.
Equestria Girls is canon, as it is an official MLP product made by Hasbro. It is not canon to the show, as Hasbro has a fairly strict policy on the show keeping it’s own canon for simplicity’s sake.
Notably the portal in Twilight’s library (which is pretty big) has never appeared in the show.
The Sirens have appeared in the legends of magic comics, show and EG, but there’s no indication they’re the same characters between the three. Some of their appearances in other material CAN’T be canon with that list, that’s just the stuff that could conceivably exist in the same universe.