No, this should read "Don't even think about showing up at the Amsterdam Centraal without a Thalys ticket that you said you would pick up in anopther country"

Especially if you selected that you will pick up your tickets in another country at the time of purchase! How dare they not let you pick up your tickets in a different location from the one you requested.

I can only assume that you purchased your tickets on-line from SNCF, since you do not state where you did in your post. What you have neglected to mention is that you chose the place to pick up your tickets as FRANCE. So, of course, to me at least, it makes perfect sense that your ticket would not be available in Amsterdam.

So, this would be like saying you would pick up your ticket at the United Chicago downtown ticket office and instead, trying to pick it up at the Paris airport United check-in desk.