In my case it is transferring at BKK onto a TG domestic flight. Maybe that is the complication. Anyway my flight is in a few weeks time, will see what happens.
Just to follow up, I did have to go through immigration, collect bags and recheck at BKK. I was told that this was because the flight I was transiting to was a domestic flight. If it was another TG international flight, they would have been able to interlink.