I have just checked with a broker.
You can transfer funds online from a non-linked account into your Bualuang trading account. However, only three Thai banks currently provide this option: SCB, BKK and Kasikorn.
It is not currently possible to do the transfer via Krungsri’s online banking platform.
So yes looks like you will have to first transfer to Kasikorn.
Are your funds already in baht or is your account with Krungsri a FCD?