. Check in Heathrow with your UK Passport. Check in BKK with your Thai Passport. Check Out Thailand with your Thai Passport, Check In to the U.K. with the U.K. Passport. Really is that easy.
As a Director or Shareholder of a Thai Limited Company as long as he doesn't work in the Company he does not need a Work Permit. He could in theory just opt for a "Normal" Visa. Many investors do this already.