the Thai embassy in Vietnam has no connection with Vietnamese immigration, and therefore has no way of knowing that you have left Vietnam. As proof, I managed to get my e-visa from the embassy in Paris while traveling in Australia,
Ward Peffer u Can use 123GoAsia to buy a 15 USD refundable bus Ticket from Hat Yai ( THAÏLANDE ) to Padang Besar (MALAYSIAN). This cost u Arond 3 USD only.
i did it in krabi. it took me 2 min. i didn't even have to fill out the form, i just wrote down the address of the hotel where i was staying on a piece of paper and a phone number.