You can’t cancel a visa. You may be allowed to apply for another visa type that will supersede an existing one. For example if you have a DTV (for 5 years) you could apply for a Non B to allow you to work in Thailand for say 3 years and then go back to the DTV for the remainder.
OX was only really doable from the Sydney consulate as it was the only one in the world where you didn’t have to prove 3m in a Thai bank account. No idea if it’s still the same since they’ve changed to evisa.