How do you say "Thank you for allowing me to join your class?"
So in 2 weeks I start my Korean classes at my university, I know some Korean but I'm not 100% sure on what to say.

Question

Answer

Hi Terrence,

If you are planning to say that to your professor, it will sounds more natural is you say,
"이 수업을 듣게 해주셔서 감사합니다." which can be translated as "Thanks for allowing me to attend this class."
수업을 듣다 means 'to attend a class'.

Hope it helps.

Answer

당신의 수업에 참여 할 수 있도록 허락해주셔서 감사합니다.

Answer

Thank you for allowing me to join your class 
→→당신의 수업을 수강하게 해주셔서 감사합니다.