If you try to leave Thailand on a Thai Passport for a destination that requires a Visa for such the carrier may be hesitant to board you - I would check with tbe Airline beforehand.
If your going to the UK and into Europe I would say use a UK Passport - if you use a Thai Passport they will need Visas which might be more involved than you would think! But as they are kids I cannot be definitive.
We all have to remember we're not at home any more - we choose to stay here. This is Thailand and it belongs to the Thais - when in Rome so the saying goes!
Bkk - your too nice, no queues in Thailand just survival of the fittest! LOL The trip is not holiday but it's still better to have experienced help than go it alone (the rules/procedure/paperwork change ALL the time in my firsthand experience!) Just my opinion tho! 😉😎🇳🇿