If the UK introduced an exit tax, would I be taxed twice on the same gain in Thailand?

A UK exit tax would arise at the point you cease to be UK resident, which happens before you become resident elsewhere. In treaty terms this means the UK taxes the gain while you are still UK resident. The UK–Thailand double tax agreement is unlikely to prevent that.

Thailand does not currently tax unrealised capital gains in the same way. However, since 1 January 2024, foreign income is taxable in Thailand if it is remitted to Thailand in the same year it arises and you are Thai tax resident.

Careful planning of remittances and use of foreign tax credits under the treaty could reduce the risk of full double taxation.