What should I do after my visa application as a digital nomad in Hong Kong was rejected?

My visa was rejected in Hong Kong, where I am a permanent resident and a final-year full-time PhD student. I applied as a digital nomad, assuming that bank statements and financial proof are the most important things for this category. So, I submitted three statements for one year, and the broker statement, which is in my calculation, is enough to stay for five years with no income, and I have a flat in Thailand. I do not have any employment now as I am super busy with my research, and I would prefer to stay in Thailand, reading and writing. After two days, I was requested:

* Other request documents: Letter issued by employer stating status/position of applicant, duration of position details, salary/remuneration and work space detail/condition with authorized person signature

* Document indicating current location: Valid HK stay permit (Student Visa) + HKID

I do not need a student visa, and I have attached my old job contracts. I also have a dormant company in HK, but I decided not to pursue this path.

I have attached a brief, polite description of the situation to all documents. Ironically, I just finished three years of Invisalign and implant dental treatment in Bangkok. I visit my doctor every few months (I still need to do a lot, but it is not urgent, so I thought this could wait), have a ton of paperwork, and can make new appointments.

I received this today: "Your visa application has been rejected. The applicant does not fall into any of the DTV categories. Refer to the Consulate's website for further details."

While I understand that any embassy can reject any visa and that HK does not have a reputation as a permissive consulate, I still feel somewhat scammed. I can afford to apply again from any Asian country and will visit South Korea soon.

Could you please advise on what steps can be recommended? I never had a visa in Thailand and never overstayed my stamps. During the last ten days, I spent a few months every year on average as a visitor/traveler in Thailand and the rest in 5-6 more countries—kind of a full-time traveler.

Thanks a million!

The upside: the whole process was 3-4 business days :))