I believe you can do Burma (or at least parts of it) as a backpacker. But going overland between India & Thailand is another thing. Especially with your own vehicle — sure you´re free to try, but I REALLY would not count on succeeding! If you´re first time in the region, might be easier to simply forget it, and think of other options; probably saves you a lot of headache.
It seems it might be possible to ride all the way from Laos (not Thailand — look at the map, and you´ll see why!) to India... but it means a long trip thru China, and likely to cost so much with the guides & paperwork, that it´s out of reach for most travelers. I believe that on this forum, there has been a figure of +6000 euros (per head!) for going that route in the other direction in 2007. And Tibet is a sensitive region, so might not be possible every time (plus you´d be crossing the Himalayas as well as the Tibetan plateau, so don´t take the weather challenges lightly!)
Bay of Bengal: NO ferries between India & SE Asia since decades. Possibly some big cargo ship, with a very limited # of cabins, going between Chennai & Singapore(?), but appeared random and all but cheap. It is possible to freight relatively cheaply, by sea or by air, between several cities/ports in the region, and because of the reasons mentioned above, that´s how vehicles usually travel between India & SE Asia.
Browse the forum, and you will find plenty of discussions about exactly these same topics.
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