The DTV visa is a tourist visa, and I think many people confuse it with the Elite Visa or the LTR visa. The DTV visa is not an official long-term visa. There could be problems if you, as a tourist, want to bring a professional instrument with you, because that raises questions. However, you could say that it's your hobby and you'd like to play music on vacation. Keep in mind when you go back to your homecountry with your instrument they might want custom fees/tax from you, because they will think you bought it in Thailand
When you apply from your homecountry you can easily call them and ask them everything. Usually they speak the local language. Because every consulat handles it differently.
Were you in Cambodia at the time of your application and did you apply for the visa from there, and did you also attach a passport entry stamp to your application? Or did you receive a request to provide the entry stamp later and did you then comply with this request and submit it in time?