It is much safer to fly direct to any foreign destination without any connecting flights or layovers in other countries. You can never tell if one of your flights will be cancelled, rerouted or subjected to a long delay and any of those things creates potential for problems with guns by loss, seizure, or contributing, unintentionally, to violations of local laws. As for Thailand, I certainly wouldn't risk a China connection, and Tokyo is a good connection but Japan is not gun friendly however they are well organized and if there is a delay or unanticipated change you will get through it.. (Example of unanticipated problem with connection: there was a recent case of a guy taking a business trip with a layover in NY, the layover ended up being cancelled with a long anticipated delay and he decided to just continue by car. He was arrested when he claimed his luggage which contained a handgun, the owner didn't think about the NY Sullivan Law.)
Thai used to have a nice LAX BKK flight but no more.