I believe he didn't finish his supervised visits because your son was sick and you didn't want him to go, correct?
If you do not send him for Thanksgiving, when you cancelled the last supervised visit, you can be pretty darm sure the judge is going to be none too thrilled with you. You are going to begin walking a very thin line of losing custody.
Your son shouldn't be your protector. It isn't normal or healthy.
Dad gets Thanksgiving this year. I believe in large part your son is acting the part you want him to fill. When he gets to dad's house and is around the people and the festivities, etc I am certain he will have fun. He is at an age where kids get caught up in the moment and enjoy the time.
The sad part is, he won't be able to come home and tell you about it because he knows you don't want him to enjoy his time with dad. Sad, just sad.