SETV from Colombo, Sri Lanka - doable not recommend.
The website list several recommendations most of which are no applicable to SETV (letter from local sponsor, letter from Thai sponsor, marriage certificate, etc, etc)
I gave them
Certified bank statement from Thailand
Bank statement from US bank
Bus ticket leaving Thailand
Plane ticket into Thailand
Copy of my lease agreement in Thailand
Copy of my US tax papers (verification of employment)
Wait 1 week and got the SETV. The people at the embassy working with the public are locals to Sir Lanka and not terrible helpful. Oddly they are behind one-way mirror so you can see them.
TLDR : Answer Summary
Applying for a Special Tourist Visa (SETV) from the embassy in Colombo, Sri Lanka is possible but not highly recommended due to unhelpful local staff. The applicant successfully obtained the SETV using a variety of documents, including bank statements, travel tickets, and lease agreements, although many recommendations listed on the embassy's website were not applicable.