No. It’s not a vigil Mass as such. Although that word “vigil” is often misused. A vigil Mass can actually be any Mass in the evening or night. It’s like saying “morning Mass” just means Mass in the morning.
Technically it is a “Mass for special needs and occasions” which is a subset of Votive Masses. Note votive not vigil.
Such a Mass can be used on either Wednesday evening or Thursday anytime.
NOT because of the secular holiday, but because that votive Mass can be used on weekdays in Ordinary Time.
If there is an obligatory feast, the pastor can dispense from the norm and allow a votive Mass in favor of a special need of the parish. The holiday counts as a “special need.”
There are a number of different options for that Mass. It might be “in thanksgiving at harvest time” or “for a civic need” or “in thanksgiving for Gods blessings” (I’m typing from memory here). There is no one “Thanksgiving Day Mass” as such. Although there is a proper preface for Thanksgiving Day that was approved for the U.S. only.