what mod method are you using? mine or the original? don't know about the original, but mine should work just the same as it would when you are using phpList stock. so setting the html option in your spage should do the trick.
also, the 'thank you' page info is stored in the db and the page is generated by the 'lists\index.php' file. with my mod, all you need to do is change your thank you text on the spage. i couldn't get a 'thank you' page from the original method.