I don't think the questions for a second opinion are all that much different than for the first. He'll probably tell you his diagnosis, stage, etc. You'll want to know how he plans to treat you (chemical names, frequency), what he expects for side effects, and how he plans to treat/mitigate them. Ask him what he would consider a successful treatment. Ask how he plans to measure that success while the treatment is underway.
In a sense, you already got the bad news. I suppose it's theoretically possible that the second opinion could be worse, but it probably will be better. If nothing else, the second opinion doc should have a better range of treatment options.
Then, whatever he says, enjoy Thanksgiving with your family.