Thailand consulate asking for an impossible document

I am currently an exchange student in Hong Kong. Once I finish my studies, I plan to travel a bit around Asia and visit Thailand, Japan, and Malaysia. So far, I've received both the Japanese and the Malaysian visas with no problems. However, I'm having a strange problem with the Thailand consulate.

They told me that for holders of my passport, I'm required to provide a guarantee letter from my university that states that my university knows I am travelling to Thailand and that they are responsible for what I do there. I told the consulate lady that there is no way a university would issue such a paper because they simply can't be held responsible for what a student would do in a country. I also told her that I have evidence of booked return flights that are non refundable, and hotel reservations for the period that are also non refundable. The lady just insisted that I have to get the document or my visa application will not be accepted.

I went back to my university and tried, but as expected, the university refused to issue such a paper since it is not their responsibility of where I travel They said the best they can do is to say that I am a student.

Now, I am not sure what I am supposed to do. The consulate lady is literally asking for a document that is impossible to be issued. Can I do anything about this? Is there any place that I can reach that might help me with this? It just sounds ridiculous that a consulate would ask for a document that is impossible to be issued!