There are phrases, even words, that do not fit neatly into either "Grammar books" or dictionaries.

When I learnt Japanese, they were a huge pain (partly because the concept of a word is ambiguous in Japanese). But help arrived with a book, and I 'm not kidding, called "Core words and phrases: things you can't find in a dictionary" [Kakuko Shoji, Kodansahe International, 1999].

Is there an equivalent for Thai??

The best grammar guide I have is David Smyth's "Thai: An essential grammar".

My guess on this is "no". There must be less learners of Thai than Japanese. I notice that there tends to be lots of texts for learning at the beginning level and then very few at intermediate and then you are on your own for advanced level.

Seems to me that the bookshelves in Thai bookstores and libraries are full of books containing phrases, words, idioms, and the like which attempt to explain the nuances of the Thai language. I am not in Thailand now and my library here is fairly limited. Here are a few which I happen to have here which I highly recommend:

"คำคล้องจอง เสน่ห์ของภาษาไทย" ["Harmonious Words, the Charm of the Thai Language"] by ชัยรัตน์ วงศ์เกียตรติ์ขจร This is a wonderful book of phrases and idioms; however, it is only in Thai but most of the definitions are accessible by foreigners of moderate skills.

"๒,๐๐๐ อุปมาอุปไมย" ["2,000 Metaphors"] by เอกรัตน์ อุมพร. This is also Thai-Thai book and is one in a series by เอกรัตน์ อุมพร. It, like the others in the series, provides not only the meaning of the word or phrase but examples from literature of how the word or phrase is used. The book is a challenge for the foreign reader but it is well worth the effort.

Another book in the series is "คำคม" ["Sharp Words"], a point emphases by the picture of a needle or sharp pen on the cover. This book contains more sentences than words and phrases.

I wish you the best of luck in your pursuit.

Try Benjawan Poomsan Becker's 'Speak Like A Thai' series of books.

There's currently 4 books in the series, each book has a collection of numerous words and expressions used by modern Thai speakers.

Each book comes with a CD to help you with pronounciation.

I've found these books very helpful, they give you an insight into the language you otherwise wouldn't have.