'더같이있다가올걸 더진짜 소중하게 정성스럽게 우리팬들 먼걸음왔는데 헛되지않게 해줄걸하고 생각이많아져요'
=> 더 같이 있다가 올걸. 더 진짜 소중하게, 정성스럽게, 우리 팬들 먼 걸음 왔는데 헛되지 않게 해 줄걸 하고 생각이 많아져요.
=> I should have been with them longer, treating them royally with utmost attention, so the long trip the fans had taken wouldn't be wasted - I get to think all these things.
* 먼 걸음 왔는데 헛되지 않게 해 줄걸 하고 = '먼 걸음 왔는데 헛되지 않게 해 줄걸' 하고.
=> that I should have done more not to make the long trip they had taken wasted.
=> that I should have made the long trip they had taken not wasted.
=> that(하고) I should have made (해 줄걸) the long trip they had taken (먼 걸음 왔는데) not wasted (헛되지 않게).
먼 걸음 is a noun phrase for "coming a long way" (먼=far, distant, 걸음=step, walk, trip). We say 먼 걸음을 하다 or 먼 걸음을 오다.
'하고' is a quoting mechanism similar to -라고 and -다고. It is used more for free style quoting where one repeats a remark verbatim, especially short, emphatic ones.