I would say this could be a bum steer and you should go home.

Say you go to bangkok, at your expense, and the chinese consulate in bangkok tell you only Thai nationals can get a chinese visa in thailand, what then? OK it may be fine, but then again it may not. Rules are fluid and not set in Asia, no this seems fishy, and I would not trust it. I would ask brazenly for the money upfront if they are so sure, then at worst case you can just fly home....

GL
San Migs