@Graham *****
the immigration are wrong, you can apply in-country and you can't apply to your home country from inside Thailand. That said the office is also right, because they can do whatever they like. Which office is it? I had a similar situation in Udon, I asked what I needed and they advised me to apply for the 'non-O in your country'. They advised me because that particular office was under some sort of 'internal measures' that meant they were under scutiny and every application has to be signed off in Khon Kaen and needed to thai witnesses etc. I posted that on here and was told I was lying or a criminal by some feckwit know-it-alls. If you have a vpn and the right documents you could apply to your home embassy, it is super simple. They will however want to see a flight, so perhaps you could book a flight with say air malaysia via KL and cancel the bit from London to KL and just fly in from KL. However the easiest (and most frustrating) thing to do is go back to your home country and apply from there.