If you're wanting it to be a simple one-click setup for contacts, I'd recommend a combo of Custom Landing Pages and Click Segmentation. Your setup would go like this:
Create individual custom landing pages for the sole purpose of thanking the clickers for their confirmation. For example, plain white backgrounds with just your logo and "Thank you for confirming your list membership to our [insert name] newsletters."
Make sure the custom landing pages don't have an expiration if you don't want them to. Then make them live, so their unique URLs are generated.
While you won't be able to truly the CS functionality without sending the email live, at least to yourself, you can still do a preview / test of the email to make sure the buttons do navigate to the CLP thank you pages you're wanting them to go to.
Otherwise, if you don't feel like doing this setup, then the next best thing would be to create Lead Generation Landing Pages for each specific list, that at least have the email address required. Then link the buttons to the corresponding LGLP for list signup.
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