Interestingly I haven’t come across any pro go players from Vietnam, Thailand or other south east Asian countries. Even more interestingly, when I ask my south east Asian friends about Go, they tell me they have never heard of it. Does Go really have no history at all in that region of the world? It’s rather surprising since they do share many other cultural factors with East Asia. Why not Go?
I cannot answer your question.
But since I am one of the admins of a large English-speaking Go group on Facebook, I can testify that the number of group members from Cambodia, Thailand, and Vietnam is growing (we can see because we have to approve membership).
It’s possible they referred to a as the Chinese name –weiqi- or it may have their own name for it.
Pretty sure that Vietnam refers to it by a much different name.
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Thai: หมากล้อม (Google translate: “speakers”, click the speaker icon behind this link), name copied from Thai Wikipedia Entry for Go
Vietnamese: Cờ vây (Google translate: “scaly”, remember the speaker icon), name copied from Vietnamese Wikipedia entry for Go
Cambodian I could not find, perhaps I just overlooked it in the long list of languages on the English Wikipedia page “Go (game)”?
<edit> dang, now I’m tempted to “complete” this 
but it would definitely be interesting to have a list of languages in which pages for our favourite game exist … </edit>