Never bought from overseas on Shopee, but for Lazada, all import taxes, etc. are included in the price. If you pay at time of purchase (price + shipping), there are no additional fees or taxes to be paid. All is included.
Where have you read that?
You really think that all Lazada purchases from outside Thailand (valued at over the B1,500 Customs Dept exemption) are exempt from import duty/VAT? How can a Chinese vendor, for example, accommodate Thai import duty into it's prices and then get any duty that is due paid to Thai Customs?