Starting June 1, 2023, the U.S. Embassy in Bangkok and the U.S. Consulate in Chiang Mai no longer offer affidavits to replace official authentication or certification of U.S. documents.

Since you mentioned having notarized birth certificates and a notarized marriage license (step 1), the next step is to visit the Thai embassy in the U.S. for document legalization. This step cannot be skipped before going to the Ministry of Foreign Affairs in Thailand. The reason is that the Thai Ministry of Foreign Affairs only has the authority to legalize Thai documents. So, you must first have your documents legalized by the Thai embassy where they were issued before proceeding with your visa application process. Good luck.