I can't be more thankful to all the efforts you have been doing
My question is: in that sentence, does doing make sense? or I should use another word?
"Doing an effort" is not correct. You do some work and you put some effort into doing the work.
The idiomatic phrase to use here is make an effort.
I can't be more thankful for all the efforts you have made.
Note that I have also changed to to for. You are thankful to somebody for what they have done.