I would explain to you like i explained to the Citibank team, When you paid the non residential tax, its the normal procedure for receiving international loan and there is no way Citibank would can do a direct transfer to Thailand without that Non Residential tax clearance.
Now the clearance charge of 9,000 pounds they are charging you is the standard charge you have to pay for international investigations,and to help confirm that you are not laundering money or involve in any financial crime or with any group they are currently monitoring (Watch list) . I understand that this is a new suprise but you have to follow all instruction. So you don't put Citibank in problem with security agency again.