@Jonny ********
keep in mind BOTH the two thai consulates in Lao (Vientiane and Savannakhet) and the two thai consulates in Vietnam (Ho Chi Minh City and Hanoi) require you book an online appt before you show up to get in the gate and apply for a visa there.
So definitely go to the website, READ the requirements of the consulate you're going to apply at before you turn up there π