This is going to be different by how you apply and at what embassy. I applied in Oslo, Norway so here they are all digital. I know in some of the other countries around Thailand they don't let you do that though, and you deliver the paperwork physically at the embassy and get a Visa in your passport.
Interested? I don't know. I like Thai food and it's required for the DTV for my chosen option, so I'm going to do it to adhere to the terms of the Visa. Muay Thai is not an option for me, but there probably are cheaper options out there for sure.
They sent me an acceptance letter, proof of the company beeing registered I think (that one was in Thai, so can't confirm.) and a picture of the ID of the Director of Administrations of the school.
They wanted 500 USD as a deposit at the school, have not looked into the return policy. The embassy wanted last months balance, so I submitted the transactions history from 1. July to like 20 ish of August for that account.