Can't speak directly to Thanksgiving, never been at that time...but AKV offers some activities around the resort, such as the storytelling each evening by the firepit for the little ones, and there certain grand gatherings things you can do as a group, you need to check with MS or on the website for more specifics. Don't know if when you say activities you are speaking of those that cost or anything free around the resort area. There are "safari's" available that are discounted if you are staying conceirge level. And I believe about $210 per person not discounted.
Have you ever been to AKL? The lodge itself offers a great pool, and savannah viewing all over the resort. It's a great way to spend an hour or so, just sitting in a rocker in the viewing areas checking out the animals.
You should also call the Lodge directly for a more detailed list of what it has to offer. Enjoy your trip, I'm sure it'll be awesome.