I agree with all the others who say to stop letting Dan drive the relationship. To say he is going in the wrong direction, or in circles, is an understatement. It's your life. But I guarantee his parents will take it the way I see it. You are snubbing them on a holiday. At the least, if it were me, I would call and put an end to the pretense. Tell them what is going on, and that you would like to be with them for Thanksgiving, but you are honoring their son's wishes, even though you disagree with him.
