They are both perfect sentences. But 어떻게 감사해야 할지 모르겠어요 is better when thanking the person directly. Also, it would be even better if you make it "어떻게 감사드려야 할지 모르겠어요", 감사드려야 being more polite. 얼마나 고마운지 몰라요 is a tiny bit funny for direct thanking. It sounds like mentioning the fact to a third person. Another way to say it is 뭐라고 감사를 드려야 할지 모르겠어요, which is similar to the first sentence.