Can I apply for a DTV visa while in Bangkok if I work for a Hong Kong company?

you cannot apply in the country - you must be outside of thailand to apply - generally to the Thai Embassy in the country you are resident - you will need a letter from your employer permitting you to work remotely - along with other documents. But the short answer is yes - if you meet the other requirements (amount of easily accessible savings etc) you are likely a good candidate - by virtue of your employed status You may not work for a thai company

You can only get a DTV from a Thai embassy or consulate. Obviously there are none of those in Thailand.

You must physically be in the jurisdiction of an embassy to apply there, and must remain until the application is processed. This takes anywhere from 3 days to 1.5 months depending on the embassy.