Your return legs will be automatically cancelled for not completing the full leg, all airlines are the same in this regards, it's nothing personal or to do with the reputation of the airlines.
If it's a one way ticket and you somehow manage to be allowed to check-in and somehow are granted a thailand pass, this is all unlikely, but if it happens, then proceed through the health screening, and immigration and then at baggage claim tell them to retrieve your luggage.
Also, no one can just take your tickets for the last leg, that just not how it works, even if name change is permitted - highly unlikely - you cant break out each individual leg for resale.
Just pay the 14,000 imo preusming a difference of 7000 each for a couple