you have to apply for the Shengen Visa from Thailand. Now you are in the UK it's not possible to apply.....crazy but true. My sons girlfriend had to stay in Thailand an extra month to apply for the Shengen after getting her UK visa but was declined the Shengen Visa.
No. I don't know the immigration requirements in Hua Hin. Each offuce seems to have slightly different requirements. I've never dealt with the Hua Hin office and don't plan to as its not a destination I would consider living. 1 day there is enough for me.