We did a Thanksgiving trip two years ago with all these things and loved it! Did a day at SW, plus a day at Gaylord on the ice slopes and then the GKTW event that night.SeaWorld likely has the best Christmas celebration, plan to stay at night though!!
Gaylord has ICE! and other activities. One year we did that, a holiday scavenger hunt and ice skating. Great day! https://christmasatgaylordpalms.marriott.com/
Watch for Give Kids the World Million Light Event. Always gets TOP reviews. https://www.gktw.org/lights/