Usually Thai insurance providers have a 3 month cool off policy where you can't claim. I'm not sure if this applies to your case, it's maybe why they can't find it on the system
for this you would need to go to Chaeng Wattana Immigration. It's in Building B, you can get a taxi or there is a skytrain as well. If you take the skytrain you will need to get a motorcycle taxi (or I believe a free shuttle bus) to building B