Dictionary can be manipulated to your requirement. But my suggestion is to avoid API calls unless it is absolutely necessary as this will add time to the process.
Instead you can have all the holidays in excel like below (Indian Holiday list), read it as a DataTable,
iterate through each row
add only the dates to a collection variable - you can use Add to Collection activity
check IF collection_var.Contatins(checkDay)
I’ve attached a sequence which check for working or holiday based on the dates in the excel present along with it. It can be invoked in your workflow by converting ‘CheckDay’ as input argument and ‘Result’ as output argument.
Let me know if this is helpful