Can I change my residential address and become a tax resident in Thailand immediately after arriving on a DTV visa?

There is no waiting period. You only become tax resident after 180 days in a cal year but that does not delay changing banking etc information to start your clock.

The part of this which can cause issues is that modern KYC (know your customer for financial services) asks for utility bills or bank statements (or government correspondance), and many western banks do not like overseas residents and some even close accounts if you change to a Thai address. Secondly Thai utilities dont come in english text or with tennants names on them (internet bills do).

One step around this is to go and get a letter of residence proof from immigration as soon as you do your TM30, and then go to a certified translator to have that officially translated. If you can change bank statement do so also and finally if you rent a house and get broadband that can be easily in a western name. Those things working together usually passes KYC.

I am looking for the same than you.

Bank/broker in my country tell me okay if I provide new TIN and prove of residency, and that I complete exit of my country.

I go see lawyer here soon in thailand to setup tin and tax form yearly soon, soon I have more informations.

If your banks are fine eith an overseas address you can change it as soon as they allow. No need to be tax resident etc. For tax residency you need to read the Thai Revenue Department guidance. A visit to your local office is required unless accountants, lawyers do it for you.