J.S.
Well, you didn't divorce your first husband. He died. The mourning for you is over, especially since you've been able to move on by creating a new family with a new husband. Your first husband's family doesn't have that luxury or capacity to move on and stop mourning.
What you need to understand is that spending time with your son and his father's family of origin is NOT being disloyal to your current husband. It's being loyal to YOUR SON and helping him forge and maintain a bond with them. It's very important for him to see you model a good relationship with them, so if it means spending an early holiday with them a week before, then I think you should do it for the sake of your son because he's only five years old. He's still so little.
I don't think that it's unreasonable for you to approach your son's grandmother about the financial issues surrounding the holidays. "You know, Esther, I enjoy the fact that you and Jacob and everyone else in the family are so generous to Jaydin. I know this can be a sticky subject, but I was hoping that from here on out when it comes to gift-giving holidays, Jaydin can be responsible for giving gifts to just you and and his grandfather. It would be so much easier on the budget and I think it would be easier for Jaydin to keep track of."
They love him, and what they want most is his presence, not his presents. So they won't care about gifts. They'll want to shower him with gifts, not be concerned with receiving them.
Lastly, if these are people that you can count on and love and you know they love you and are even welcoming to your new husband then I would be very hesitant to break off that relationship. Your son isn't their only connection to their lost son. You are too. And they honor his memory by being kind to you. Don't forget that.