You are very close in your summary of the steps needed, you have got it right for the first set session value server behavior. For the second session variable you will need to have it setup like this:
Trigger - use the lightning bolt to select the first yes/no select list
Session Name - name it the same as the first one you set
Value - for this you would set it to be the thank_you.php page
Once you do this you have two choices for how to proceed, you can either update the trigger for this second set session value to check for the value of the select list being 1 (yes) and then add in more set session value server behaviors, one for each select list, or you could update the trigger for this second set session value server behavior to check if any of the six select lists are set to 1. Here is what these may look like:
method 1: add a set session value server behavior for each of the select lists
custom code for trigger:
if(isset($_POST['your first select list']) && $_POST['your first select list'] == 1){
method 2: have one set session value server behavior for all of the select lists
if((isset($_POST['your first select list']) && $_POST['your first select list'] == 1) || (isset($_POST['your second select list']) && $_POST['your second select list'] == 1) || (isset($_POST['your third select list']) && $_POST['your third select list'] == 1) || (isset($_POST['your fourth select list']) && $_POST['your fourth select list'] == 1) || (isset($_POST['your fifth select list']) && $_POST['your fifth select list'] == 1) || (isset($_POST['your sixth select list']) && $_POST['your sixth select list'] == 1)){
If you have your custom trigger setup like this second example you would only need a total of two set session value server behaviors. If you wanted to go with the first example you would have a total of seven set session value server behaviors. One for the default, then six more for the select lists.
In the code where you are setting the redirect page you would replace the page name with your session variable:
$_SESSION['your session var']