I'm new to all of this, so take what I say with a grain of salt.
But from what I understand, it seems like your being uncomfortable when the three of you are together is not the main issue. It is a symptom.
The main issue is that you are not sure where you and your BF stand in the relationship
- whether he feels the type of romantic "pull" toward you that he described
- why he was physically affectionate to his GF around you, but not to you around her/his friends.
I think that is a discussion you need to have just between you and him. Make sure he knows it's not anything he did wrong ... you just need to know the answers, so that you're not confused or operating on false assumptions. Ask these questions. Air out the truth.
Once that is hashed out and you both know where each other is at ... THEN do the trio talk re: Thanksgiving.
Independent polyperson seeking friendships, in which physical intimacy may or may not develop.
I do not wish to attach to any particular person. My love knows no limits.