Can you not provide contacts (or similar document showing agreement for the work to be provided), invoices and bank statements with evidence of payment? I did workcation, but even with my salary slips they required bank statements showing salary receipts.
That's not actually true. My company specifically required a visa that allowed remote working (for all countries), because their lawyers confirmed this was necessary. Being tolerated is not the same as being legal. I've been required to get similar visas for a number of countries for this. The DTV rules specifically state that one cannot work with Thai companies or clients for a reason. It may be under the class of tourist visas, but that does not mean it's the same as a visa exemption.
Honestly, I get the impression that sometimes they are just making conversation. Without fail, I've found Thai immigration officers to be rather pleasant. Maybe I've just been lucky. I do think smiling and saying good morning/afternoon, etc and hello in Thai helps though.