I only ship my merchandise to Thailand with EMS service ja, so here're some little info that might be useful for you na kha.

First, with EMS, my package never get lost ja, it was opened for inspection just for couple times by the Thai custom as I have my mailing box sealed pretty well na ja, and for the cost, it's calculated based on the weight, if I recall correctly the the fee starts at about $30, you can check the rate from the usps website na kha.

Now speaking of the tax or custom fee, there's a good chance of getting charged with 40% tax ( of the declared value) for any package sent from the US compared to the European country, I really don't know why. Anyway the custom fee's so unpredictable kha, sometimes it's unbelievable high as one time I was charged with 15000 baht.

What's the declared value?
When you send something abroad, you need to fill the declaration form, which indicates what you have inside the box na kha, and you need to give a description plus the quantity and estimated value.
One way to minimize the 40% tax fee's keep this number as low as it can possibly be, for example if you happen to spend $60 for the shipping, it'd make much more sense if your package's at least $100 or more worth in value, right? However this's not a guarantee na kha that you'll get charged based on what you've declared.

I'm no sure na ja if I answer your question but if you've lived in the US and want anymore detail of how I send my merchandise to Thailand, I'm willling to help kha, please pm me your number and I could call you ja.