Thank you is a performative verb, but a verb nonetheless. If you substitute the verb come for thank you in your sentence, you get the following, which highlights the awkwardness of considering the two forms to be the same:
Come everyone who ... vs Come to everyone who ....
Another way of looking at this is that the phrases you quote use a modified version of the phrase I thank you, in which the single word thank is the verb. If we restructure the sentences by reintroducing the I, we get:
- I thank everyone who ... .
- I say thank you to everyone who ... .
The first is more immediate - it's actually thanking everyone. The second might be construed so as well, but it's a little more distant - it might be alleged that you're only saying your thanks, not actually thanking everyone. In practice, though, the second form can be modified further for emphasis: I say a big thank you to everyone who ..., and both forms can be used to express gratitude.
As a matter of fluency with thank you as a performative verb, use your first version (i.e. without to).