I think you have to make your own "family" group. Black sheep is not just being "unwanted" -- I was that but rather being ostrasized for having done something specific "bad." My aunt refused to leave her life and come across country to take care of me and my brothers after my mother died. She was her family's black sheep. My oldest brother is ours because he lived near our stepmother when she was in assisted living but never came to visit and because he was an alcoholic and caused problems for my stepmother and father 25 years ago.

I was "unwanted" because I wasn't married (didn't get married until I was 39) and my nieces, nephews, etc. were all married and had families and I was just included because they "had" to. I was looked at with pity and as if I wouldn't "amount" to anything. I lived alone in a little efficiency apartment, didn't have a glamorous job, or anything seemingly "interesting" about me.

Join a group or pick up a hobby/activity where you will meet a few people and make a few friends. Someone will invite you for Thanksgiving (I joined a Friends of the Library group and made friends with an older, single woman and she invited me and several of her and her sister's other friends to Thanksgiving one year) and/or eventually you will have friends where you will feel comfortable enough inviting yourself to their parties, etc.

Another thing you could do is volunteer on the holiday to work at a shelter or kitchen instead of facing any "smug"/pitying family's faces such as I had.

I don't know how old you are but things did "improve" for me over the years as everyone got older. After age 30 it is hard for anyone to think of you as a "kid" or immature, etc. and look down on you; I was/felt like a real "adult" and so perceptions/feelings are better.