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❶) Thanks, God! ✓ ❷) Thanks God! ✗ ❸) Thank God for that! ✓ ❹) | English Language

❶) Thanks, God! ✓
❷) Thanks God! ✗
❸) Thank God for that! ✓
❹) Thanks God for that! ✗
❺) Thanks to Allah for saving me! ✓
❻) Thank to Allah for saving me!✗

What we are missing in ❷) is a punctuation mark after the interjection ‘thanks.’ We need to add a comma.
An interjection is a word (yes, hey, gosh) or short phrase (oh my, my goodness) that expresses some emotion and is not grammatically related to the sentence that follows. The interjection is followed by an exclamation point for strong emotions (Wow! I won the lottery!) and a comma for a weaker emotion (Wow, that is news to me.).

Well I am not so sure about that. ✗
Well, I am not so sure about that. ✓
No I did not take out the trash. ✗
No, I did not take out the trash. ✓
Aw that kitten is cute. ✗
Aw, that kitten is cute. ✓

Now, let's talk about ❹). It's incorrect because the expression that we use is ‘thank God/goodness/heavens,’ not ‘thankS God/heaven/goodness. It is used to show that you are very glad about something.
Thank God that’s over! I’ve never been so nervous in my life!
Only ten miles to go. Thank heavens for that!
The problem with ❻) is we say ‘thanks to somebody/something’ rather than ‘thank to somebody/something.

@GrammarT