Siamese bad hat going to India (4)
I believe the answer is:
'siamese' is the definition.
('Thai' can be a synonym of 'siamese')
'bad hat going to india' is the wordplay.
'bad' indicates an anagram.
'going to' means one lot of letters go next to another.
'india' becomes 'i' (phonetic alphabet: alpha, bravo, charlie etc.).
'hat' anagrammed gives 'tha'.
(Other definitions for thai that I've seen before include "From Bangkok, for example" , "SE Asian" , "Easterner" , "One from Bangkok" , "Person from Bangkok?" .)