Hi,

is it possible to receive an amount of money sent from Europe by Western Union in Euros instead in Baht currency in Bangkok in order to avoid the high exchange rate fees?

Thanks

Not possible

No.

You have to get paid out in Baht. Then take the Baht and exchange for Euros.

That is going to be costly.

I used to receive large sums in Laos and Cambodia in USD. Don't know if that's still possible.