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In the Andaman, they have typically been sighted around Richelieu Rock in February and March when the plankton becomes richer (they come to feed), but last season there were very few sightings for whatever reason, so it's a roll of the craps dice, with the odds against you, no matter where.
For more reliable sightings, Donsol in the Philippines gets regular whale shark visits at that time of year though of course I'm not trying to discourage you from coming to Thailand! Especially since in Donsol they only allow snorkeling, not scuba!
In the Andaman Sea the last few years most sightings have been in the Hin Daeng/Hin Muang area, not around Richelieu Rock anymore, the traditional place for whalesharks. As mentioned, there is also a chance in the Gulf of Thailand.
Don't count on them, simply go for a nice diving vacation and hope for the best.
On another forum, a lot of people has told me about Donsol in the Philippines, should have near guaranty of seeing whaleshark, unfortunately only snorkeling allowed. But i will also look more into that.