What should I do if the British Embassy in Bangkok won't issue an affidavit for my visa transfer between old and new passports?

I recently recieved a new passport in Bangkok along with a pro forma letter for Thai immigration to transfer my Visa from my old passport to my new one. When I went to Thai immigration they told me that I need an affidavit from the British Embassy Bangkok to prove the passports both relate to the same person (because I had my middle name added in my new passport). The British Embassy Bangkok has responded to me and said that they do not issue affidavits. Any advice on how to transfer my Visa would be much appreciated 🙏