My in-laws in southern Thailand hold religious gatherings that we do not usually practise. Do we have to take part?

Attend respectfully; you are not obliged to practise every one of their ways, and they are not obliged to follow yours either. Many practices in this region differ because of differing scholarly views and local customs, and most fall within the wide space of legitimate scholarly difference (khilaf). If you are not convinced of a practice, you can still sit with them, help with the meal and pray in the way you are convinced of, without objecting in front of everyone. If something is truly doubtful in matters of creed (akidah), ask a teacher you trust, then discuss it privately with your spouse. Warmth with in-laws is more easily damaged by harsh correction than by differences in practice. The Prophet ﷺ said: “Indeed, gentleness is not found in anything except that it adorns it” (Sahih Muslim, Book of Righteousness, Joining Ties of Kinship and Manners). See school.