I suppose if you wanted to express your gratitude directly to the deity you might appropriately say “Thanks, God, for helping our team win the big game.” More appropriate is something more formal, like “Thank you, God” or “Thanks be to God.” In any case, the general expression when it’s not specifically meant as a prayer is not “thanks God,” but “thank God.” Not “Thanks God Emily hit a homer in the last inning,” but “thankGod“ she did.