".. there is no single "Thai chili pepper" though most candidates for the title are small in size and high in heat or pungency. There are at least 79 separate varieties of chili that have appeared from three species in Thailand." (chilipeppermadness)
I'll bet yours look just like the ones at
http://www.rachelcooksthai.com/spotlight-thai-chilis/. Mine are identical except orange.
Apparently the smaller ones (smaller than ours) are called prik ki nu (literally, "mouse turd peppers"). This is an interesting page:
http://www.thaifoodandtravel.com/ingredients/pkn.html. The pics I see suggest that ours are prik ki fah, which seems a more generic term.
Do you speak much Thai?