I'm going to use my husband's ethnicity to avoid thanksgiving
Why do you want to use his ethnicity as an excuse?
I'm afraid of his extended family
I hear you, but it is wrong to lie to people and use someone's origin as excuses to get out of thing. You should consider perhaps spending time with them outside of holidays, to get to know them better. Otherwise you will be stuck in the pain forever.
I'm just trying to avoid embarrassment.
You won't be embarrassed. Be yourself and be polite. I'm sure they will appreciate you for even trying.