I have just paid the school, but they told me I have to go back to china which may take me 1.5 or 2 months to get the visa, That sounds strange to me.

 

Anyone know that if a chinese can obtain the ED at  laos or Vietnam, or other neighbor countries instead of china?

China is on the list of countries whose citizens can only apply for visas in their home country.

Here is a list from the embassy in Kuala Lumpur embassy.

 http://www.thaiembassy.org/kualalumpur/contents/images/text_editor/files/listed country 2018_2.pdf

If you are attending a formal school (universities and etc)  it may be possible to apply for the visa at a immigration office.