Thank you so much for coming.

Literal

Come-honorific-give-[and-て] thank-you.

下さって ('honorifically giving') is the honorific te-form of 下さる, the honorific equivalent of casual くれる. The structure 来て下さってありがとう ('thanks for [honorifically] coming') is the standard formal thanks used in business meetings, ceremonies, and polite receptions.