yes you do, at 1st I wasn't aware of this, reached out to immigration and they said we do. 1st report has to be done in person and then subsequent ones can be done online.
I applied 2nd August with Madrid, Spain. Got approved in 12 days.
About your query to embassy about going to Thailand, I imagine yes you can can, and once approved when you leave and reenter Thailand your DTV will become active.
I shared my current account, and joined my savings account to that PDF, that worked for me. I also added an explanation saying I don't keep my savings in my current account.
I arrived last Friday with a one way ticket with my partner, we both have individual DTVs and we were not asked for an onward ticket, just to prove we have a DTV, which is the email and PDF download once approved. Easy peasy.
if you have anything else like a bank statement showing your address, merge it into 1 PDF with your licence. For example Wise allows your to print a proof of account letter.
I used my Airbnb to prove my address and added a note saying I am digital nomad so don't have a set address always