I would go to the Thai Consolute in the city/country that I went to, ie. Yangon Myanmar, Panang Malaysia, Singapore, etc. 2 years ago I got visa based on marriage to a Thai National. Unless I am wrong you can still do that. Good luck
I agree with Cody and Mark. KL is a nice place to visit and as an American did not need a visa to enter. 2 times going there for visa and no real problems.