TG (or any airline) has no obligation to check through luggage on separate tickets. However some will, and TG is among the best for being willing to do so.

In nearly 40 years of flying into Thailand, I have never had an immediate connecting flight to a domestic destination. Things are well marked, and you’ll see signage in the area where 3 Concourses merge, either C/B/A with D (East side), or E/FG with D. Concourse D in the main one that holds arrival/departure halls, and the others are like 3 finger piers at each end.