Do you have proof of where the money originated from? I'm no expert about this. But I do know they are very touchy about money and where it's come from. So maybe a letter from your UK bank explaining it's legit?
I've got two bank account Kasikornbank and Bangkok? Never had a problem? I wonder what the problem is? Just provided passport and money (not a lot) you maybe should have a Thai citizen with you to explain? Either way most have privileged member cards.
good luck Laura keep us updated on the procedure when you arrive in the UK! As all this is new to us your experience can help us with what we should expect. Thanks