It's grammatical. No errors there.
I'd probably change it a bit:
Thank you for your kind support in our fundraising events during last year's festival.
... for your kind support for our fundraising events...
"This year, we want to .... so we....."
Infront of "so", should there be a comma?
Yes. In that case, the word "so" is being used as a coordinating conjunction and is followed by its own subject and verb, creating a compound sentence.
So it is:
"This year, we want to ....., so we......"
When is it the case that there is no comma before it? Can you give me an example?
two commas, would it be a run on sentence?
No, it would not be a run-on.
The first comma is there because of the introductory phrase. (#3 in the linked webpage below.)
The second comma is there because it's a compound sentence. (#2 in the linked webpage below.)
There's no comma needed when the clause following the "so" is a subordinate clause called a result clause. Usually the word "so" is also followed by the word "that" --
We went to the mall early so that we could get a good parking place.