Vero will likely have better weather, just due to the geography...
We have been to HH several times for Thanksgiving and absolutely love it. We have experienced outdoor temperatures in the 70s, but the ocean is too cold for swimming at that time of year (for most people anyhow!). The pools are heated, so it just depends on your tolerance for possible cold air following a swim!
Since there is no restaurant at the resort, you will either need to cook your own Thanksgiving dinner (which is what I do), go out to eat, or order the dinner that the resort prepares and delivers to your room.
We absolutely love spending Thanksgiving there!!