As we will be in a similar situation, albeit riding the opposite way, I have researched this and have found some possible solutions. Check the topic "Carnet for Thai registered bike" in the paperwork forum.
As a general rule, buying bikes in this region is expensive and you may have problems registering it in Thailand, if you are not a registered resident. Malaysia is said to be easier and the AAM say they will issue a carnet.
Alternative suggestion: buy or hire a bike in the region (Best places seem to be Chiang Mai, Chiang Rai and other tourist centres in T or other countries). When you are finished you either hand back your rental bike or sell your bike, fly to Kathmandu and buy another one there. Saves the shipping hassle, but even there bikes like XRs aren't cheap or plentiful.
If you decide to keep your bike and get a carnet, you may prefer to fly it Bkk-Ktm.