hi josh when you get to Gatwick airport you check in to your destination which is bangkok, this will make sure your bags are transfered to the correct flight in dubai, you will get 2 boarding cards at check in for both legs of your journey. You don't need to worry about your bags until you land and collect them in bangkok. You don't need any visa for dubia as you are still in the airport, when you land in dubai follow transfers to your next gate , there are plenty of notice boards showing your flight to bangkok. When you go through transfers there is another security check but nothing special. No documents other than your boarding card is needed I.e. the one you got when you checked in at Gatwick Airport. When you land go straight to the gate then once you have found it chill 😎 ready to board
Who are you flying with to dubai? If it's emirates and you are booked from Gatwick to bangkok then all your bags will automatically be transferred to your dubai to bangkok flight no need to pick up. When you land in dubai just go to transfers which will take you to your connection gate.
the uk 6 month visa is a multi entry visa, you will.need to.apply for a separate schengen visa after you have got your uk visa. Once you have your uk visa then it's easier to get the schengen visa.
I leave the sim in the phone, all texts to my uk number still come through without the uk sim data being on. I have bought flights , hotels and had no issues with authorisation. I still keep my uk sim telephone number on a monthly contract but everything works