K-Bank have been very easy to deal with personally. I do have a Thai wife assisting though, which may smooth the way. I’m out in the extreme East of Isaan where there is less exposure to foreigners and even so, that hasn’t proved an issue at all.
You are a Non-O holder so not sure why a letter from immigration would be required, other than a lack of understanding of the requirements by the bank? Are there other issues or requirements that they have? Try another branch or bank. SCB were asking for a Yellow Book from me (which I recently have) as a requirement. K-Bank seem to have less requirements.
The workings of the Thai baht are a mystery to me, but the explanation that it is used as a mule currency together with the elite preferring it to remain strong for their own ends, might go a way towards explaining things?
You apply from the UK but it’s an e-visa site in Thailand:
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Follow the instructions, pay the fee and they will get back to you if they require more information. Proof of funds should be covered by a copy of a bank statement dated on the day of submission. Download the PDF as you have already been advised.