add_action( 'template_redirect', 'thankyou_custom_payment_redirect');
    function thankyou_custom_payment_redirect(){
    if ( is_wc_endpoint_url( 'order-received' ) ) {
        global $wp;

        // Get the order ID
        $order_id =  intval( str_replace( 'checkout/order-received/', '', $wp->request ) );

        // Get an instance of the WC_Order object
        $order = wc_get_order( $order_id );

        // Set HERE your Payment Gateway ID
        if( $order->get_payment_method() == 'cod' ){

            // Set HERE your custom URL path
            wp_redirect( home_url( '/custom-page/' ) );
            exit(); // always exit
        }
    }
}