how so? DTVers aren't allowed to earn money in Thailand, so you'll need to eventually withdraw cash from your home country account anyway, before depositing it at a Thai account.
DTVers would always need to pay withdrawal fees, as we're not allowed to earn money from within Thailand. Also, your home country cards allow you to pay many things, so no need to carry cash, either.
As per applying in other country without being on it: it normally won't work, as they'll always request a proof of residence and/or that you're physically located there.
As per the visa, it seems they want to be sure you're "a resident" in the UK. But I understand that in most cases we can't just extend visas whenever we want. In Korea, for example, long term residents can extend their current visas only when less than 4 months remain on it.
For starters, bring both the old passport (do you still have it, even if it's void?) and the new one, along the visa (sticker or PDF print). They'll sort it out either at the airport or at an Immigration office.
they surely will know you're living abroad by seeing the transactions. I don't think they care whether is Spain, Thailand or America, but it's easy for them to determine you don't live in the country anymore.