If there is no data in holidays

Dear users, I am using the prophet model to estimate the effects of holidays (weekends and some other) on revenues of the next day. More specifically the question is whether holidays have effects on sales one day after the holiday. However, I'm stuck with the data preperation. Because the market is closed on weekends and holidays, there is no data on these days. I have two questions about that:

1- I prepared a data frame on R that includes only weekdays, but I still see Saturday and Sunday in the graph of weekly seasonality.

2- For other specific holidays, such as national holidays (again the market is closed) missing data is appropriate way or should I delete this day from the data frame in any way?

Thank you