Sorry not quite sure if I got you.
Means even when at Changi Airport we inform check in luggage through CNX, we still need to clear custom leave arrival hall then take escalator up to departure hall and check in again at Thai Smile Airways counter?
1) Check in at THAI counter at Changi, double check with agent that your check-in is through to CNX as final destination. You should have 2 boarding pass (SIN-BKK, BKK-CNX) if so
2) If so, means your luggage will usually check through to CNX. Only collect at CNX. But check with counter to confirm
3) At BKK, you will be directed to the domestic transfer counter. Usually you will then clear immigration there and then onto domestic terminal at BKK
4) reach CNX domestic terminal and collect your luggage.
This is what i understand based on my previous experience but i may be wrong or the procedure might be changed. So ask the check-in counter on the process, they will inform you accordingly.