You can't apply for an Evisa when you are in Thailand. And NO, using a VPN won't work. I would suggest going to Vietnam as they have a 5 business day processing time.
You say they asked for a current photo and residence certificate. Are you sure it wasn't worded as "proof of current location"? This is required to prove that you are NOT in Thailand. In our case we uploaded our Airbnb receipt, and then they requested further proof so we had to show our passport stamp (arriving in Vietnam) and our boarding pass from our flight (thank goodness we kept them). Still with that request, the approval came on the 5th business day.
We used the Ho Chi Minh city embassy (we were in Da Nang). It took 5 business days, no issues at all. I've read multiple posts saying that Malaysia is one of the most difficult, but no first-hand experience.
I wouldn't suggest it. They asked me for further proof of location which included the passport stamp for Vietnam AND my boarding pass for my flight (which thankfully I had kept)
That being said, even with that the processing time was only 5 working days.
They won't ask for proof of residency, they will ask for proof of current location for the application When I submitted my application in Vietnam, my receipt from my Airbnb wasn't sufficient, so they asked for 'further proof' which included my passport stamp for entering Vietnam and my boarding pass for my flight. Thus, it's a good idea to keep your boarding pass 😉
If they require additional documentation, it may include 'proof of current location'.
Also, from your previous posts, aren't you coming with your family? If so that makes it even riskier, as you have to be approved first and then have your wife and children added to your DTV.