Waiver enterance needs an exit route. I agree prices are silly money. Either do an onward ticket or do one on the cheappies China flights to BKK. EVA and Thai have a closed monopoly on the direct LON to BKK route now BA code share to Qatar.
we have got to 4 and got a Kor 2 I think it's called. The back of the UK marriage cert has a Thai stamp and something stuck to it. This was in 2016. I know my wife had to do some running back and forth between BKK and Cha Nat. Also got her ID card done.
Your doing it incorrect. That is your answer to your question. I could tell the route which is easily obtainable but just pay your money to an agent so mitigates any hard work for you.