Since your Profile indicates that you live in Nigeria, I assume that you are not referring to the American holiday of Thanksgiving but to a fall harvest festival celebrated in your own country. In any case, so long as you attend Mass at a Catholic church on Sundays and holy days of obligation, it does not matter which Catholic church you go to. From what you’ve shared here, I see no reason why your pastor should object to you attending church with your in-laws while visiting them.