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
You need to get the FET document from the receiving bank for each transfe which will specify your name and amount. This will satisfy immigration. It's straightforward enough.