Females dont need to change/reserve name.
Reason - They are adopting their Husbands Thai nationality, its not Naturalization as we know.
For this very reason they(females) are not provided a Certificate of Naturalization, only a letter stating that they have been allowed to convert their nationality into Thai + Certified RG copies.
Only foreign men Naturalize as Thai citizen as per the Thai law.
Having no naturalization certificate may prove to be a problem later in life, but thats how it is.