Live Forms>Design>Options displays toolbar with "Thank You" icon. On rollover it says  "Redirect User to Page after Submission"

This is not true...when you click Thank You icon you see same UI as you see when you click the Actions icon and select On Form Submission and select Add Action>Message>Show Message

This UI does simply replaces form with the Message...it DOES NOT redirect user to another page.

Your website indicates that On Form Submission>HTTP>Redirect can get users to a new page, but Redirect is not selectable.

I want to set a form to deliver a Thank You message on another page. How do I do that?