DTV visa was issued by the Embassy or General Consulate, and the Ministry of Foreign Affairs designed the DTV visa programme. It has nothing to do with Thai immigration.
When you enter Thailand, it is up to Thai immigration to decide whether to grant you a visa stamp.
Furthermore, the DTV visa clearly stated, "Employment Prohibition". They do not allow DTV visa holders to find work in Thailand for a period of 5 years.
As I previously stated, the applicant must return to the embassy where they applied for the DTV visa because they are authorised to do so because they approved the applicant's visa.
It all depends on the embassy; they may reject your request. The worst-case scenario is that your future applications will be blacklisted.
If your visa was issued by Thai immigration, you must return to Thai immigration to cancel the visa with a valid reason.
If your visa was issued by an embassy that is under the Ministry of Foreign Affairs. You must contact the embassy where you applied to cancel your DTV visa. Normally, they do not cancel your visa.