@Dennis **********
@Chris *****
and others. You seem to have Western passports. Another option is to fly into Malaysia (Penang) and obtain your Thai Visa that way. Then hop to Thailand.
This works for Single Entry Tourist Visa and certain non-imm single/multiple categories (mainly non-o/non-b).
METV you must apply in home country or country where you can prove residence.
If you are burning through cancelled air tickets, hotels, and other headaches with local consulates, maybe 2-4 extra nights in Penang might not sound so bad.