No connection with tax in my experience but I have bought stuff online and the seller for some lame reason used DHL. Each time, when I checked the tracking, the parcel took one day from BKK to CM and about four days in Chiang Mai to be delivered. Everyday the status was "Uncontactable [Provided address and/or contact number is incorrect]" which is a blatant lie because when I contacted the customer service, everything was correct.
They are very incompetent.