Most Thai traffic police can't read or write English, and if you show them a license when asked, they will just assume it has a MC endorsement, or just think it's not worth the trouble anyway.
It seems that what CW has advised you to do is go to Penang, get a tourist visa (as you don't have residency in Malaysia, they cannot issue you with an O-A visa), then, on your return to Thailand apply for an O visa. This would seem to me to be the simplest solution to your problem.