The Thais worshiped Hindu deities before Buddhism arrived I think. For sure, they do worship Shiva. I think they worshiped Brahma originally but the arrival of Buddhism caused the development of Brahma into the Four Faced Buddha.
I believe animism was the main form of native religion before Buddhism or Hindusim. Worship of nature spirits, holy places, ancestors, totem animals, etc. In Thailand they used the word phi to refer to spirits. This kind of thing usually varies from tribe to tribe or region to region so it's impossible to discus southeast Asia in general terms. I think snakes were very popular holy animals too, even before Indians brought legends of nagas.
If it helps, the earliest people in today's Vietnam, Thailand & Myanmar were likely a mix of AustroAsiatic (i.e. Mon & Khmer) & Austronesian people. Of course there was the Australoid who were there even earlier but eventually became mostly numerically overwhelmed & assimilated.
The Mon are now reduced to a small minority in today's Myanmar. The Khmer still remain as the majority in today's Cambodia. The Austronesian Cham used to hv a kingdom in today's central Vietnam, even until 17th century, but were eventually displaced by the Viet/Yuen.
The T'ai only appeared in SEA around 11th century, but by 13th century they had managed to make today's 'Thailand' their own place, defeating & assimilating both the Mon & Khmer who were there earlier.
Paganism/animism was probably the practice before the arrival of Hinduism in earliest decades of the Christian era, and subsequently Buddhism some centuries later. Folks believed in spirits which they reckoned inhabited the bodies of animals, also plants & trees, even objects of nature like rivers, hills, mountains etc.
Remnant elements of this paganism/animism survived for quite long, mixed with later elements of Hinduism-Buddhism, I reckon.. My aunt was still telling me when I was a kid that it's not good to spill rice when eating it, becos the spirit of the rice wud be crying becos it was not eaten. I did not understand it so much that time, but I tried my best to not spill my rice nonetheless LOL.
My uncle also had my aunt take me to a shaman who lived by the sea about 10 miles (16 km) from our place once in a while. And he wud gv me a bath with well water that he had chanted verses to, and also gave a jar of it for us to take back for me to drink, purportedly to enhance my learning ability. It had that funny taste, becos the well was so close to the sea. He also gave me a black thread to wear, one around my wrist & the other around my waist, as a kind of talisman, I guess.
there's a giant dragon looking fish called the mekong oar fish that lives in the mekong river and tonle sap of cambodia that may have been the inspiration for the khmer indigenous belief in the dragon or "neak". khmer folks belief we are descendant from a union between a man and a dragon princess who dwells in the mekong river and tonle sap (great lake) of cambodia.
ancient people believing in "water dragons" would not be surprising. if you had a giant dragon looking creature swimming around the lakes and rivers in your back yard.
giant oarfish captured by us army on the mekong river.
That is a real big fish (Regalecus glesne, length - 36 feet - Wikipedia). Does Mekong still have them or they are extinct?
".. their flesh is not well regarded for eating due to its gelatinous consistency."
i do believe that the religion of Vietnam and adjoining south east asia before hinduism was inspired by Sanxingdui religion, and i believe that sanxingdui religion itself was a kind of hinduism/polytheism. there are evidences that tribal people in the philippines had animism but a select group pf philipinos may have practiced some form of polytheism as influenced by sanxingdui gods. bull worshiping was done in india since before indus valley civilization and mother goddesses were also worshiped, bull statues have been found in Vietnam as well and there are also statues of kamasutra type images which was common in indus valley and later india and probably in west asia as well. so mother goddess/fertility cult was present in Vietnam before hinduism. the bronze drums from Vietnam show these connections. I also believe that some form of Hinduism might have spread in pre mauryan era in thailand and SEA as well as we have found ancient contacts before mauryas and mauryan ring stones have been found in thailand. a seven hundred BC cup from thailand shows indian motifs. a linga shaped in the form of crude erected stones in java shows that the linga worship in SEA predated the formal arrival of hinduism in SEA.