To start an investigation you need to call Thailand Post initially, they do have English-speakers in their call centre. TP then has to liaise with the French postal authorities.
If you're bringing in a hugely expensive, obviously new item when returning from a country where those items are known to be bought because of their lower prices you should carry a receipt if it was really bought in Thailand.
No one is preventing visitors from wearing expensive clothing or accessories. They're not allowed to bring new, dutiable items in on the pretext that they're not new just to avoid import duty, though.
Unfortunately, when you made up that part of your story, you obviously didn't know that cheques backed by a cheque guarantee card could not be stopped, that was the whole point of a cheque card.