@Jonathan **********
I saw more people in this group are impatient and travelling before they actually get their visa, but that does not make it correct.
Common practice with visa application is you be in the country where you apply, during the process.
Most embassies will put this somewhere on their website, because in this case Thai MFA only allows them to process visa under these conditions.
By ignoring these rules you took a risk.
When you don't want to be rejected, the best you can do is travel back, because obviously they now have reasons to believe you are not in the country.