1)Sounds about right. IIRC even back in those times it was rather common for Hong Kong citizens to travel to Thailand strictly for "entertainment"....in fact, even as far back at the first wave of Chinese immigration to Thailand in the late 19th century (Thailand has the largest overseas Chinese population in the world), the Chinese coolies would often consort with Thai women working in the bordellos, due to lack of options and very few if any Chinese women coming along to accompany their men. Come to think of it, it's probably where Lo Wei had the idea for all those brothel scenes.
2) Lazemby insisted that one of the behind-the-scenes shots had Bruce starring at the upper floor of the bordello. Could you corroborate this by any chance?
3) Any evidence exists towards a completely different introduction sequence of BB featuring James Tien exclusively? I'd guess that Wu Chia-Hsiang was a very orderly man who wanted to film all the scenes by order, rather than coming up with ideas of good scenes and editing them up in order later?
4) and 5) Surely there must be some movie pamphlets/official material that lists the red sweater chick as a character and/or actress? Same with HK magazines and books of the era.
6) I can only imagine how unusual it was for Bruce to stand completely naked next to a chick and a few crew men in his own room, LOL. What did other BB actors and crew men had to say about the brothel scene, if anything at all?
As for the next track, I would suggest digging up documented info on the "peeping eye" scene on magazines and what have you, but knowing how slick you are with researching stuff, you've probably already started work on that ;^)