Grand Cayman ticks a lot of items on your list but there are no big all-inclusive resorts on the island. Cobalt Coast is a small, diver-dedicated resort with Reef Divers onsite. Cobalt Coast offers unlimited shore diving on the house reef when you are staying there and diving with them - but that end of the island is likely to get windy in November - you may not be able to shore dive with them but the boat diving will be fine.
There are a few other places with onsite dive ops, like Lighthouse Point condos with DiveTech onsite. Most folks stay in condos and prepare one or two simple meals per day and then go out for one main meal per day. There are many good restaurants, dining options, and modern grocery stores on GC - that's probably why they don't have a big all-inclusive resort - they don't really need one. People like to get out and explore and the island is safe and you don't have to worry about eating the food or drinking the water.
A lot depends on your budget and the other kinds of things that you like to do on vacation. Is this mostly a dive vacation or a tropical vacation with some diving? If you want only direct flights during the holiday week then GC may work for you, but not if you want a mega all-inclusive resort.
BTW, all 3 of the Clearly Cayman all-inclusive dive resorts are offering a Holiday Travel Special that includes the dates for Thanksgiving Week, see the link below.
The Cobalt Coast resort is on Grand Cayman and their other 2 resorts are on Cayman Brac and Little Cayman. It is only a short flight (15-30 minutes) from Grand Cayman to the Sister Islands of Brac and Little Cayman. Reef Divers is the onsite dive op at all 3 resorts.
Clearly Cayman