Just as a comment, Sanyuanqiao is a good place to stay overnight. The Airport Express stops there as the first stop after the airport, and as soon as you get out of the station, there's an Ibis Hotel and a Novotel literally five minutes away provided you get out the correct exit. Both are totally reasonable Western hotels (I've stayed at both) and will have staff that speak decent English. Note that the Airport Express is not 24 hours, they're only open from like 6AM to 10PM or so. Thus this won't work if your arrival or departure is during the wee hours.

Jiejie's reply on the lost passport notation is most likely what set off the investigation; her comments are far more thorough than any reply I would have come up with. I'll just add that my guess is that China Immigration was taking extra care in your case because you were a transit passenger. They would look pretty foolish if it turned out that you were wanted by some government or other and they let you get away while you were in their security zone. In any case, now that you've gone through the third degree, I'd expect you shouldn't have any difficulties with Immigration entering China to see the Great Wall on your return trip since they've already checked you out.

BTW take the rest of Jiejie's comments to heart, especially the one about making sure that when you check in at BKK that the staff knows you're going to TWOV, better China Immigration knows that you're coming... Last but not least, please come back after you've visited the Great Wall and let us know if you had any problems, whether with entering China or anything else - upfront and personal data points are our friends here.