Originally Posted by SK AAR

If you "no-show" for the TG flight to CNX most likely the remainder of your ticket will be cancelled. You need to have TG (or UA) change/rebook the ticket - or you may also try to ask TG to remove the domestic leg from ticket, i.e. you forfeit this coupon of the ticket. If TG accepts the latter (which I doubt TG will do) it will not be without risks - I believe TG needs to mark the flight as being flown/the coupon to be have been used, but if the goes wrong/TG staff screw this up you will have no-showed for the flight and the remainder of the ticket may be cancelled.

Another option is travel to CNX as booked and buy a return ticket CNX-BKK, i.e. you make a quick turnaround at CNX and book the return segment, BKK-CNX for a date/time at your convenience. Yes, annoying that you have to take a short trip to CNX but at least it will provide the opportunity to stay in BKK for longer (as this is apparently what you are looking for). Domestic flights in Thailand are cheap so it is not going to cost you a lot (but you will of course have to spent spent some time going to the airport, check-in, flying to CNX and reverting immediately to BKK etc)