No, Thailand isn't a part of the whole carnet deal. But we've seen a fair bit of confusion in SE Asia, which I think stems from the fact that the CDP and the ATA Carnet are two different documents. But it does make it easier for the person registering your details into the Thai system, so it's definitely worth producing it to at least show them. We've done this temporary import thing half a dozen times now, and the only time it's an issue, is if you're unlucky enough to get some official who hasn't got a clue.
Laos customs stamped our carnets in and out at the friendship bridge near Vientianne. And the Thais insisted on signing them when we crossed back over from Laos, but the carnets we gave them had expired at that point, so it hardly mattered
At the time it was like... WTF?? But it was also less hassle, especially as they were going to charge us an import fee otherwise. Laos may not recognise the carnet, but customs officials definitely know what they are.
However I doubt the Thais will stamp you out
border crossing, so you may end up at the Malaysian border with a carnet with a missing exit stamp. Whether the Malaysians will care, I have no idea. The border crossing at Bukit Hitam is so slack we could have ridden back and forwards any number of times without producing any
documents. They'll care when you finally ship out of there though...
Ultimately, when all this craziness crosses the desk of some FIA bureaucrat, who knows what they'll make of it all?