As advised from others above, it's better to stay in the country of application. However, you mentioned it's cheaper for you to lose the the dtv fee than stay longer in your country, you could just fly back to Thailand on a visa exempt (if your passport permits) and hope it gets approved then. Once approved then just leave Thailand and come back to get the dtv stamp. If it gets denied then yes, you can apply in vietnam as you mentioned. Most people get approved within 5-10 business days there