I'm tossing my two cents into this... but I do not advocate my advice as being I am seriously flawed and I am highly arrogant at times when it comes to my own insane family. If you are very attached at the concept of having Thanksgiving dinner with your family, then I would say you should go but go as you normally would which I assume is kilted.

My attitude is family should accept each other, warts and all. Whether they agree of disagree. But ultimately I have the arrogant attitude that if someone is going to not come to Thanksgiving, it would be the one who has issues with my dress code. And if it's someone spoiled and used to getting everything they want... my resolve would become very unflexible. But once again that is just me. Your family should be respectful of your choices... especially your brother. Because you are respectful (I assume) for his desire to wear pants by not calling him a sheep (no offense to the animal itself).