Can I travel to Africa while my Thai visa application is pending?

What country in Africa are you headed to? It sounds like you're coming to America first before traveling out to Thailand. Therefore, if you're going to a yellow fever country, unless it's a requirement for entry to that country you won't have to worry about yellow fever vaccination.

The USA doesn't require it, regardless of where you're coming from and since you'd be traveling to Thailand from the USA, Thailand won't know you've been to a yellow fever country...that is, unless they were to spot a stamp from a yellow fever country in your passport. Having said that as long as more than 10 days have elapsed since leaving a yellow fever country you're good for Thailand as well.

Even if they do call you for an interview, you could always ask to reschedule. You're only gone for a week. Go to the wedding! Have fun

It will not be a problem to go to Africa (how would they even know?). They just don't want you going back to Thailand (which they can see) while the application is pending.

The only thing that could happen is they call you in for an in-person interview while you are away, but I doubt that will happen. The areas for consulates in the US are too large and they don't seem to be in the habit of calling people in from other states.

That's a decision you alone can make, but if I was faced with the choice, I would go to the wedding.

No you shouldn't travel and it's very likely you'll have your Visa in time. You didn't say when you applied.