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Vietnamese and Thai are normally classified into separate primary language families, meaning that the languages as a whole are unrelated. Whenever you find a similar word with a similar meaning, that could be a coincidence; or it could be a borrowing either way; or it could have been borrowed into both languages from (say) Mandarin or French either of which belongs to yet another language family.
The words you ask about are, in all likelihood, completely unrelated.
Vietnamese "lệnh" is a borrowing from Mandarin. "Lệnh" means "order" as a noun (which is perhaps not too vague in meaning), while the Thai "เลย" can be (according to its [wiktionary entry](https://en.wiktionary.org/wiki/%E0%B9%80%E0%B8%A5%E0%B8%A2)) traced to the Austronesian language family (again unrelated to any of the above), and was borrowed in the meaning "leftover". This latter borrowing must have happened centuries ago judging from the presence of the word in the long extinct Ahom dialect/language; geographically, the word seems to have had little choice but to travel west through the vast area where Thai languages were spoken. Its meanings in present day Thai don't seem to come recognizably close of meaning an "order".
We could just as well stop here but perhaps we could try zooming in once more to see whether anything else comes up.
One could dig into the Mandarin source for "lệnh", which is "令", one of whose many meanings is "to cause" and see whether there could be any connection to "เลย", for example to its meaning "therefore". Proto-Thai is assumed to have received significant lexical and cultural influence from Middle Chinese, say, between the 7th and 10th century. Could the connection perhaps operate as a [folk etymology](https://en.wikipedia.org/wiki/Folk_etymology#:~:text=Folk%20etymology%20%E2%80%93%20sometimes%20called%20popular,by%20a%20more%20familiar%20one.&text=Reanalysis%20of%20a%20word's%20history,spelling%2C%20pronunciation%2C%20or%20meaning.) so as to modify or extend the meaning of the Formosan borrowing? Well, if the latter actually happened (if my understanding of the linked wiktionary entry is correct), the borrowing must have happened much later. So I can see even less room for even a tenuous folk etymology influence than if "เลย" was simply an ancient Thai word with no known relationship to Sino-Tibetan languages.

Vietnamese and Thai are normally classified into separate primary language families, meaning that the languages as a whole are unrelated. Whenever you find a similar word with a similar meaning, that could be a coincidence; or it could be a borrowing either way; or it could have been borrowed into both languages from (say) Mandarin or French either of which belongs to yet another language family.
The words you ask about are, in all likelihood, completely unrelated.
Vietnamese "lệnh" is a borrowing from Mandarin. "Lệnh" means "order" as a noun (which is perhaps not too vague in meaning), while the Thai "เลย" can be (according to its [wiktionary entry](https://en.wiktionary.org/wiki/%E0%B9%80%E0%B8%A5%E0%B8%A2)) traced to the Austronesian language family (again unrelated to any of the above), and was borrowed in the meaning "leftover". This latter borrowing must have happened centuries ago judging from the presence of the word in the [long extinct Ahom dialect/language](https://en.wikipedia.org/wiki/Ahom_language); geographically, the word seems to have had little choice but to travel west through the vast area where Thai languages were spoken. Its meanings in present day Thai don't seem to come recognizably close of meaning an "order".
We could just as well stop here but perhaps we could try zooming in once more to see whether anything else comes up.
One could dig into the Mandarin source for "lệnh", which is "令", one of whose many meanings is "to cause" and see whether there could be any connection to "เลย", for example to its meaning "therefore". Proto-Thai is assumed to have received significant lexical and cultural influence from Middle Chinese, say, between the 7th and 10th century. Could the connection perhaps operate as a [folk etymology](https://en.wikipedia.org/wiki/Folk_etymology#:~:text=Folk%20etymology%20%E2%80%93%20sometimes%20called%20popular,by%20a%20more%20familiar%20one.&text=Reanalysis%20of%20a%20word's%20history,spelling%2C%20pronunciation%2C%20or%20meaning.) so as to modify or extend the meaning of the Formosan borrowing? Well, if the latter actually happened (if my understanding of the linked wiktionary entry is correct), the borrowing must have happened much later. So I can see even less room for even a tenuous folk etymology influence than if "เลย" was simply an ancient Thai word with no known relationship to Sino-Tibetan languages.

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