Yes, Roku is unsupported in Thailand. If it kind of works to some degree, then you are doing well. However, you may well be able to get it onto your Wi-Fi network and load some apps/channels. (Possibly not all the ones you want.)
DIRECT-roku-GTO-5E69AB isn’t even a URL so I’m not sure how you were told to go there. It sounds more like the name of a Wi-Fi direct network for the remote and roku to privately use, but I don’t know how you came across it. If you could post a screen shot, that would be interesting.
I have seen some posts where people were confused about entering the password, like:
https://community.roku.com/t5/Roku-setup/New-Roku-Stick-not-responding/m-p/834034
Other threads have been like: There’s no way to input the password, and then a bit later they post something like: Oh, I figured it out. So I’m not sure exactly what changed between the two posts. Possibly just hadn’t moved to the password field, but it’s hard to tell.
