No, it can be any flights but I stand corrected the 22,000 miles MUST be flown on Thai Airways but it does not matter whether it is in Y or C/J/A!!! I actually asked that question before signing up and this is what they answered me:

"To attain Gold Status, you will need to spend 1,000,000 Baht with the card ( new one) within 1 membership year and accrue 22,000 qualifying mile from flying Thai Airways ( any flights purchased) within same period. We do not require to purchase from Citibank Travel Service."

I did receive a form to "UPGRADE" my Thai Royal Orchid Plus card to the Preferred, I am happy to send you the form and contact I had if this can be helpful.

GJ