I am not a teacher.
I don't find these sentences particularly natural.
If I understand correctly, there are people who tried to help you. You did not listen to them. You want to thank them anyway. You want to put all three of these elements into the same sentence.
For once, a structure that avoids ending the sentence with a preposition actually sounds preferable. 'I would like to thank all those who tried to help me but to whom I did not listen.
In plain English, that would be, 'I would like to thank all those who tried to help me even though I did not listen to them.'