I am traveling from Chennai to Don Mueang International Airport, Bangkok, Thailand, and from there to Mandalay, Myanmar. In Bangkok, the layover time is 8 hours. Do I require transit visa?
Airlines use the Timatic database to determine what documents, if any, must be provided by an embarkinig passenger. Airlines are very careful about this, as passengers refused entry at a destination must be returned to the passenger's point of departure at the airline's expense.
Timatic is available on the web here.
Entering your nationality, destination, and stopover point yields this report:
The report indicates that if you're traveling on a single ticket on Thai Air Asia or Thai Air Asia X, and your onward flight is within 12 hours of your arrival, then you do not need a Transit Visa. If you are traveling on another carrier (those listed in the "TWOV" or "Transit Without Visa" section), or on two different carriers, then you do need a Transit Visa.