Question about self transfer in Bangkok airport

Not sure if this is the right sub to post this question…

We are all Indian nationals. We will be flying from India to Malaysia via Bangkok airport. However, due to the cost we have booked W separate tickets - one ticket from India to Bangkok and another separate ticket from Bangkok to Kuala Lumpur. We have valid visas for Malaysia. But since this is a self transfer, we will be collecting our bags and checking back in for the next flight again. Do we need a transit visa for Thailand for this action? No plans on leaving the airport, will just check back in and head to the gate and wait for my next flight. I’m unable to find an answer to this online anywhere. India has a visa on arrival program with Thailand but I want to know if I need to pay for the visa on arrival or can I just go check in for my next flight without a visa needed here?