The point is, Thunderbird doesn't DIRECTLY correlate with the Thanksgiving theme, If anything, the name would be Tempest, or The Storm, to accompany the tagline, "The" in all the coasters. I'm not saying your idea is wrong, or dumb, It's just not likely, and Paula waited a while yesterday to post the clue, and it was after the assumption of the name Thunderbird, which is why I believe it to be a red herring.
I know about the Thunderbird in Native American Traditions, but there's no proof of any tribe mentioning the fable to any Pilgrims. I like the name, but it just doesn't speak Thanksgiving like anything else does.