We had dinner at Merge on Friday. Here's their phone #: (904) 277-8797. 29South remains very busy. Here's the link: http://www.29southrestaurant.com I would be surprised if either was open for Thanksgiving.
I think Beech Street has Tday dinner buffet. I think its $45 plus tip tax.
I recommend you call Brian & Melanie at Lulu's. Their food is the best on the island and they may be doing Tday for a limited number. (904) 432-8394 http://www.lulusamelia.com/
Publix does a pretty nice job for a very reasonable price. And of course there is always the Ritz.