relieved and thankful

grateful

grateful [adjective]

showing or expressing thanks, especially to another person

US /ˈɡreɪt.fəl/ 
UK /ˈɡreɪt.fəl/ 
Example: 

I'm so grateful ( to you) for all that you've done.

gratitude

gratitude [noun]

the feeling or quality of being grateful

US /ˈɡræt̬.ə.tuːd/ 
UK /ˈɡræt.ɪ.tʃuːd/ 
Example: 

he sent them a present to show/express her gratitude.

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