I had this situation in Spain. I was told to get a certificate from UK tax to prove my pensions were taxed at source. However HMRC said the could not supply a certificate. Spain then sent me a tax bill that I contested . However the Spanish system which is slow to say the least, then said I had ran out of time to challenge and I had not only to pay the tax but the amount also included penalties. So good luck with convincing the Thai system.