Seems like the application process is significantly quicker than I believed from earlier reading, so the need / desire to travel whilst the visa is being processed is negated. I've always tried to do things the right way so I will be following the counsel here of staying put in the UK until I get the visa. Thanks to everyone who contributed.
thank you for your reply. That is good to know, I thought I read that it takes up to 3 weeks to get approval, so if it is more like you suggest, then absolutely I'll just wait it out.
thank you for your reply. My issue is... I cannot find anywhere on the official websites or any agency advice websites that it IS a Thailand rule. Even though 'some' countries / embassies stipulate it.