Actually the sound /ð/ exists in Spanish, but it is an allophone of /d/. For example, the word dedo is pronounced as /'deðo/. That means that for a native Spanish speaker it is very difficult to learn to separate both sounds.
"The phonemes /b/, /d/, and /ɡ/ are realized as approximants (namely [β̞, ð̞, ɣ˕], hereafter represented without the downtacks) or fricatives[6] in all places except after a pause, after a nasal consonant, or—in the case of /d/—after a lateral consonant; in such contexts they are realized as voiced stops.[7] (In one region of Spain, the area around Madrid, word-final /d/ is sometimes pronounced [θ] especially in a colloquial pronunciation of its name, Madriz ([maˈðɾiθ]).[8]) "
And, if the case of participles, we just nearly butcher the in-between 'd'
in -ado as -ao, simillarly to the Southern speakers from the US on lots of words.
We can do that in "think" or "thanks". But not in "they". In the latter case we tend to mispronounce it as a Spanish phoneme 'd'.