If you're going for the Muay Thai DTV route there's no need for an agent and proof of income. The school will be the one who will supply the required documents such as official letters and receipts which you will submit to the embassy. Just make sure you have 500K THB in your bank account.
Tip: To increase your success rate, enroll in a Muay Thai school owned by locals, as they tend to have a higher success rate compared to foreign-owned Muay Thai schools.
search "muay thai dtv visa" on Google you might find all the information you need. As long as you have at least 500K THB in any bank account and enrollment letter from the gym then you will be qualified for DTV.
Not all gyms in Thailand are allowed to issue official letters for the DTV visa. The gym should be licensed and authorized by the Sports Authority of Thailand.