I approved your visa post with my suggestion you ask your question on the UK based group of expats who are most familiar with the UK Thai Embassy practices.
If the UK Thai Embassy says you need to show proofs of bank balance of $20,000 or more that is what they are asking for... Provide the proof and you will get the O-A visa.
HOWEVER...
I have read the listed requirements for the O-A visa on the UK Thai Embassy website.
Clearly it says you can do EITHER
"Financial evidence showing monthly income of not less than 65,000 THB (approx. £1,625) or having the current balance of 800,000 THB (approx. £20,000), e.g. bank statements, proof of earnings, for at least 1 month"
Suggest you ask the Thai Embassy again for review of their request made to you.
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