@Florian ***********
, sealed route implies that you will not be entering Bangkok, and your luggage goes all the way to your final destination on its own. This means (most likely) not even going through immigration there. And I believe it also implies that you have your next boarding pass already. I don't specifically know the Thailand rules, but I know that in both Vancouver and Narita in November, we were escorted pretty much everywhere until we got to the departing gate area. Our luggage went to the final destination.
If you can change your flight route, I would look into that. But definitely try to keep to the same airline if you have checked luggage. That will help a lot.