For the Lake District I don't think there is any such market list, not least because the Lake District is split between two counties- Cumberland and Westmorland, each of which does things differently.
But Keswick Market is Thursday and Saturday, Kendal Outdoor Wednesday and Saturday, Kendal Indoor 6 days a week (the indoor one especially is still quite good), Ambleside is a Wednesday (although I don't think that one is a patch on what it used to be, like many).
Ulverston is another pretty good one- outdoor Thursday and Saturday, indoor Monday to Saturday except Wednesday. That's easy to get to on the bus 6 from Windermere. The indoor market especially is very nice.
Then you have farmers markets (or traders/producers markets). The best known of those is at Orton on the 2nd Saturday of the month. People travel serious distances to get there, but on current bus timetables you'd need a car to get there.
The biggest regular car boot sale in Cumbria is at Silloth Airfield (the old RAF Silloth) every Sunday, but the Sunday buses to Silloth have been scrapped so you'd need a car to get there.
There used to be another one (which I think was monthly) at Penrith new Auction Mart on a Saturday (just on the Keswick side of junction 40 of the M6)- not sure if it still happens.
Every town has Charity shops (I think you call them Thrift shops) which can be treasure troves.
Keswick I can think off hand of a couple of antique shops in the back streets up towards St John's Church and the Alhambra. But this is Keswick (tourist central), so I'm not sure you'd call them cheap.
Another good place for antique shops is Cockermouth- for real bargains attend Mitchells auction mart- https://www.mitchellsauction.co.uk/antiques-fine-art/forthcoming-sales-events//
I don't know if you have that kind of thing in the US.
For second hand books then come to Whitehaven- for Michael Moon's bookshop- an absolute den of delights where you could spend all day (and all your bank balance!!).
The list doesn't seem to be out yet for next years Taste Cumbria festivals- if one is on get yourself to it, especially Taste of the Sea at Maryport.