If you have a UK passport which you will use for your visa application, your police report will be from the UK. It seems you're trying hard to complicate this matter. I've lived in five different countries but when asked for police report I use Australia as that's the passport I use for visa purposes in Thailand.
If you apply for an OA visa (to avoid the 800k baht transfer into a Thai bank account) you need a police report. It's from the country of your passport
It will be the receiving bank, proving the money actually arrived in Thailand from overseas. As far as KBank is concerned it was a domestic transfer so they cannot verify the money came from overseas