I just completed a search, no direct flights CNX-CEI exist, therefore the routing would be via BKK each way. Thai prices these flights by segment, thus CNX-BKK and BKK-CEI or a total of approximately $110. The Mae Hong Song flight is a non-stop originating in CNX and returns on the same plane. It is an ATR. Smoke and, clouds and fog in Mae Hong Song sometimes cause cancellation of these flights. I believe that one can do a maximum of 4 RTs per day. You can do the math.
You can convert your baht rates directly on
www.thaiairways.com, once you price an itinerary. BTW, Thai has a really good e-ticket method that allows one in a foreign country to pay by credit card and print out the e-ticket. Be sure to carry the same credit card that you paid for the ticket and have it available at check in should you decide to attempt a baht run. Chiang Mai is small and easy to connect within.