I used to ask myself this question all the time, trying to get the most out of training, most efficient approach etc.

If there's one thing I wish I could go back in time and tell myself, it'd be

1) to cut down on the running I was doing, and focus more on weight training and conditioning/strength development - become an athlete.
You can do most of your specific cardio work through pads/sparring and interval training/bag sprints/skipping etc at the gym.

2) In actual thai boxing practice, to focus more on getting the correct movements, and consciously controlling the training intensity.

3) Learn how to cook a variety of easy quick healthy food, and take protein supplements.