My 17 year old son caught Dengue in April. He had hardly been out of the house (in Phrakhanong) let alone Bangkok for many months because of school remote learning.
So yes, you can get it in Bangkok, and it is serious.
He was in hospital for 5 nights, and for a time his temperature was over 40c. Very dangerous, and obviously very worrying at the time.
Thankfully fully recovered and is fine now.