At least Canadian Thanksgiving relates to harvest season, at least in more southerly areas. US Thanksgiving, of New England origin, is ridiculously late there. Thanksgiving is a very minor holiday in Québec, probably as it was seen as a Protestant observance.
Um - no. Thanksgiving was a U.S. invention, and Canada adopted it - in November. Same as Canada adopted Labour Day in September from the U.S. (which the U.S. invented to undermine May Day, the internationally recognized workers' holiday).
Then, in 1918, Canada decided to make November 11, Armistice Day, a holiday. That never happened in the U.S. So Canada had to move Thanksgiving to October. That only was formalized by Parliament in 1957.
There's nothing religious about Thanksgiving, Protestant or otherwise. It's a U.S. holiday which celebrates settler triumph over Indigenous people. It certainly has nothing to do with the harvest, as its November date demonstrates.