Pro tip: don't ever tell a Thai cook their food isn't spicy enough. They take their spice seriously, they take pride in it, and they like to dig it in a little if you ask for it spicier.
Based on my experience you can ask for Thai spicy. It also works in Indian restaurants if you ask for Indian spicy. So far I have gotten what I asked for.
My latest experience in my local Indian restaurant resulted in the waiter to double check if we understood what we asked for. Once we got our food he was eyeing us the whole time to see if we would survive haha