If you translate the DAX solution Brian posted to (Power Query) M, you’ll get something like this:
Table.AddColumn(#"Added Custom", "3rd Thursday", each Date.Day([Date])>21 and Date.Day([Date])<=28 and Date.DayOfWeek([Date], Day.Monday) = 3, type logical)
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Or if you want to have the date returned instead of a boolean filter:
Table.AddColumn(#"Added Custom", "3rd Thursday", each if Date.Day([Date])>21 and Date.Day([Date])<=28 and Date.DayOfWeek([Date], Day.Monday) = 3 then [Date] else null, type date)