FWIW, the first national Thanksgiving Day in the United States was proclaimed by George Washington and celebrated November 26, 1789. The holiday was enthusiastically embraced by the Jews of New York; the order of service has survived and included a lot of extra psalms, a new prayer for the government (in English!), and a sermon that has also survived which was an extended homily on psalm 100. No Tachanun. That is still the minhag to this day. This was more than a century before the rabbis mentioned by other commenters were born.
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