Yes, the Danish "Hej med dig" is commonly said in a very personal and friendly way, similar to the English "Hey, you..".
The Danish expression "tak for sidste" is hard to translate into English since "sidste" ("last"
in this sentence means "(the) most recent (occasion)", and not "the last".
"thanks for last"
- "what?"
"thanks for [the] last [time]"
- "why, don't you want to see me again?"
"Hey, just wanted to say thanks for the last time."
- "that was your last 'thanks' ever?"
But this is really what's implied:
"thanks for [all the joy we had] [during the] most recent time [we met]."
If there only was a "lastest" or "lastmost" in English..