french citizen, applying for Z visa from Bangkok

hello, i m french citizen actually working in India, i got an offer from an american company based in Shanghai
i already worked 4 years in Shanghai from 2006 - 2010

the question is: i ll not apply from Mumbai, i terminate my employment in india and i ll move to Bangkok prior to moving to Shanghai ( taking all my remaining vacation) cannot find any relevant information about this "is it possible to apply for a Z type out of your native country?" thanks