What they mean is to do a paper conversion of the CHF into THB not physically convert it, just give them a THB conversion of your balance, You can explain in a letter your reason for having one payslip, Malaysia is the most difficult embassy to approve the DTV one of the reasons is their demands for notarization of docs which is extremely difficult to do as you outline. Many have been approved for DTVs with recent jobs,. If you can not get the docs required it would be better to apply nearby in Jakarta, Vietnam, Laos etc. If you want to do Muay Thai anyway then apply for that.