I have previously sold two cars in Thailand without having to obtain a paper from Immigration, which the used car dealer now insists I need. Anyone got any onfo on what this is about?

You need either certificate of residence from immigration (or embassy but that is a lot more expensive), workpermit or housepaper.

Same happened to me about 5 mo the ago - dealer insisted new regs meant I must provide a certificate to sell as well as to buy. 200baht later from Phuket immigration - all sorted. Keeps the paper mountain growing - I annoy imagine where they store all this paper they insist on everyone providing! :-)