Possible Clues:

• Thanksgiving time
• One always weds before this
• We'd come before it, perhaps, in short
• What happens after one weds
• Regular occurrence after marshalling yard shut
• Saturday turned out hot for a fourth or fifth day
• It's before you get to fry, say
• Second 'T' in MTWTF
• Part of the week when Thanksgiving celebrated
• Day of the Norse god of thunder