Thanksgiving is just another day in Paris. Turkeys are served at Christmas time, so they are not generally ready for market in November.
Daylight or darkness have nothing to do with business hours of shops/cafés/restaurants. Hours remain unchanged except for holidays such as 1 May, Christmas, or New Years.
I am not sure what you mean by winter markets. The few Christmas markets, which sell a lot of junk imported from China, will still be found at la Défense and perhaps around Montparnasse. The large Champs Elysées market was removed by the city last year, the operator opened instead in Tuileries on a much reduced scale. I am not sure what he has planned for this Christmas season.
Expect the various Christmas decorations (such as those at le Bon Marché, le Printemps, and Galeries Lafayette) and those along the Champs Elysées to become visible early next month.
Otherwise, the various street markets continue normally.