I've flown LHR-CPH-BKK several times in the last six months. On all occasions all flights have operated to and from the C area, I thought it was just typical SAS efficiency but reading above, maybe I've just been lucky.
Is getting a Schengen visa such a problem for a Thai person? The Scandinavian lounge is worth a bit of hassle if you are going to be there for 3.5 hours. My memory is that there is nothing except a couple of snack and magazine outlets beyond passport control in area C.