I too was wondering about the Christmas side of things even though at this point I don't know where we will be at.
My opinion on the thank you note could be entirely wrong, but I see it as not being necessary to send your H one. To me part of his responsibilities to his kids is to take them to see you and organising a cake is something you do regardless.
I imagine you had already thanked him when he brought the kids to see you and the cake.