What should I do after my DTV application was rejected by the Thai embassy in Rome?

DTV APPLICATION: (SOON TO BE) REJECTED

I want to share my experience with the embassy in Rome regarding my DTV application.

I hold an Italian passport and applied online for a DTV through the Rome embassy, even though I don't live in Italy. However, I was in Italy in October when I applied.

My company is based in Estonia. I'm the sole owner of my business, so everything is legitimate and all documents are in order.

I submitted my application on October 8th. They quickly asked for proof of my company's existence and ownership, which I provided.

By December 27th (today), so almost three months the initial application, my visa status still says (Processing - Pending Approval).

I wrote emails, no response.

I called a few times and was told they couldn't verify the validity of my business in Estonia, which I found quite ridiculous, they would have let the Consul know.

Today, I called again because they still hadn't given me any updates. This time, they told me my application would be rejected for the same reason: they couldn't verify my company's validity since it's not based in Italy.

They advised me to apply directly through the Thai Embassy in Helsinki, Finland, since Estonia falls under their jurisdiction for verification purposes.

Despite how absurd this situation seems, I want to know if anyone else has experienced something similar.

Does it make sense to apply through Finland even though I'm not physically there?

I'd appreciate any advice or suggestions because I'm quite shocked by this whole process. If anyone has had a similar experience or has any tips, I'd love to hear them.