The next is for a men genre, but not only, because ” compagnon ” is like ” companion / mate “, and it’s not wrong to use this when you talk to a girl :

Merci d’avoir été un compagnon de voyage agréable.

This one is for a women genre, less used because the first one is also correct for women.

Merci d’avoir été une compagne de voyage agréable.

The last one, is the idea of travelling company, or I understand it like that, but when we think about it, it’s not totally wrong for a group of person to say that. Grammatically it’s correct.

The first sentence is fine but only if the companion is male. Most people are unaware compagnon might oddly apply to a female. I would never use it in this case anyway.

Merci d’avoir été un compagnon de voyage agréable.

The second sentence can be used when the companion is a female. Just be aware that compagne main meaning is spouse/partner.

Merci d’avoir été une compagne de voyage agréable.

The third sentence doesn’t work.

Merci d’avoir été une compagnie de voyage agréable.

Should you want to use compagnie, you could say to either a male or female travelling companion:

J’ai été enchanté/très heureux de voyager en votre compagnie.

That last suggestion would be more natural than the previous ones which might be a little bit “too well written” depending on the context.