The 18-year-old says she had a visa to continue to Australia, but media reports say the Australian government has now cancelled it.
"I'm sure 100 per cent they will kill me as soon as I get out of the Saudi jail", she said, adding that she was "scared" and "losing hope".
Maj. Gen. Surachate Hakparn says that after the father of Rahaf Mohammed Alqunun arrives, officials will see what happens and whether or not she will want to go back with him.
"Please I need u all", she wrote. "My father just arrived as I heard witch [sic] anxious and scared me a lot and I want to go to another country that I seek asylum in". "But at least I feel [safe] now under UNHCR protection with the agreement of Thailand authorities".
Her family could not immediately be reached for comment. "We will protect her as best as we can".
A tweet on the Saudi Foreign Ministry official account denied allegations that its embassy had confiscated her passport.
The ultra-conservative Saudi kingdom has always been criticised for imposing some of the world's toughest restrictions on women. The statement said the case is a "family affair but yet, it is under the care and attention of the Embassy".
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"She has clearly stated that she has renounced Islam which also puts her at serious risk of prosecution by the Saudi Arabian government".
"We will not send someone back to die", said the Thai immigration chief, Major General Surachate Hakparn, according to the New York Times.
"We acknowledged this and checked her paperwork".
In another development, Ms Mohammed al-Qunun said her passport had been returned. The Guardian confirmed on Monday Qunun had a valid three-month tourist visa for Australia, issued to her Saudi passport.
"She was over-exaggerating. She fled her family from Saudi Arabia and arrived in Thailand but she didn't have necessary documents to enter".
"My brothers and family and the Saudi embassy will be waiting for me in Kuwait", Ms Mohammed al-Qunun earlier told Reuters.
In 2017, Dina Ali Lasloom triggered a firestorm online when she was stopped en route to Australia, where she planned to seek asylum.
The woman told AFP she had escaped from physical and psychological abuse that she suffers at the hands of her family.
Aqunun is barricaded in an airport hotel room and has been pleading to talk to the United Nations officials.
"I'm afraid, my family WILL kill me".
"The UNHCR and I will... listen to what she wants, whether or not she wants to receive asylum to which country, and we will help coordinate", he said. "My family threatens to kill me for the most trivial things", the young woman, identified as 18-year-old Rahaf al-Qunun, told Reuters on Sunday.