Thats sound very "stupid" to me I didn't find anywhere information about this but heard some embassies do the process for weeks. So for eg. Im in Paris do the application and can't travel to Madrid till its approved? I don't think so. As I read if they call to interview give a week for you to get ready? I think officially you can't be in Thailand during the process and you have to show up for interview if asked but don't have any travel restrictions.