That's an Aztec name, not Yaqui, or O'odham as he also describes himself in one place. The name ends in li, not il. I don't know if his parents gave him the name or he adopted it.
Mexicans in north Mexico claim Yaqui ancestry as ofgen as white southerners claim Cherokee. Sometimes real, sometimes just because the Yaqui are the best known. I don't know about in his case.
There's some serious problems with that thanksgiving claim, but it's not the first time I've heard it. The Pequot massacre was in another state and by another group of colonists. Though that 2nd group of colonists did celebrate their mass murder, that wasn't the famous Thanskgiving, which happened decades earlier.