How did you learn your native tongue?
It's the same idea. Immersion, body language and facial expressions. If your students don't have a clue, you are doing something wrong and need to change your style.
Teaching in Thai schools is a dual process. All students also learn with a Thai teacher. Let the Thais explain in Thai, they are more fluent than you after all, then the Native English speakers do the conversation, pronunciation, role plays, situation play outs, etc.
If a foreigner speaks Thai in a Thai classroom, what is the point of them being there? None.