There are a variety of reasons a Thai chili would lose its fruit so it's difficult to tell at this point. Thai chilis are perennials in Mexico and can continuously produce if there is plenty water, sunlight, and nutrients. I've seen Thai chilis grown successfully for a few years as an indoor plant and constantly producing. Sometimes they will go dormant, but they will not produce flowers and will stop growing. A picture would be helpful to make sure there aren't any nutrient deficiencies or potential diseases.