Originally Posted by
hot2trot
You are traveling from one country into another. You will have to go through immigration in Thailand - which would be BKK. You may also need to take your suitcase through customs and re-check it. That's what I have done on all other inter-country flights.
Have you undertaken a sequence akin to OP's where the second leg is a domestic Thailand segment to an airport with immigration/customs? From your post I'm willing to bet the answer is 'no'.
Immigration will be required, as specified upthread, but if VN interlines the bag to PG then customs will be taken care of USM.