nothing illegal about it, true wallet can be opened by even tourists, it has a lot of limitations though, but can be used mostly to pay at the approved vendors.
asa developer I xan assure you, there are very good security reasons why companies won't want some apps to work with developer mode on, and it's mostly for your security.
As a side note, if you have a gf/bf you can wise them to their thai bank and they can transfer to true wallet, not sure what the limit is but it's surely more than 3k.
they have asked for tax return though, so it's not too crazy to think they might do it. It's their jurisdiction as long as you are requesting a visa in their country.
Hard to verify ongoing employment unless they get deep into asking for tax returns or payslip, can they do it? Sure, is it going to be time consuming, definitely.
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