TG, IIRC, does have some N/S flights to HKT from HKG, but the frequencies are fewer than those routing via BKK.

Actually, routing via BKK isn't too bad, as it's more than likely (IME) that you get a direct transit to the HKT flight and do the passport control and customs in HKT, which would be more convenient than doing it in BKK and then catching a domestic flight to HKT.