At least with the Thai and United States dual citizenship (when the Thai spouse marries an American and later becomes an American citizen), there are no issues.
As it relates to the OP situation though, the fact that the two passports have different names for the same person may be an issue. Simple solution would be to have a "name change" made to agree with what the UK passport reads and then have the Thai passport amended with a "name change" page. Avoids any issues in the future.