I do find it very bothersome that the GF appears to have been contacted by someone claiming to be a Thai Immigration Officer. If it's a fake, it's a bold move and like the preamble to a ransom demand. I hope this does not turn into a distracting social media brawl like the death of the late Jay Slater in Tenerife.
This disappearance is a Thai police matter. I seriously doubt an immigration officer would be making this call rather than an official Thai LE member. I think this was a fake, and someone does not want the family, the UK consulate, or the Thai police searching too much in Thailand.
With the spoken and written language difficulties, it might be very difficult to know who was a real LEO and who was a fake. Perhaps the UK consulate could recommend a local private investigator who would be able to sort out this very strange story.
I think Interpol is involved. They should be able to examine the flight manifests and airport videos in Helsinki, at least. At this time, I don't think he was on that flight, nor has he left Thailand.