It is difficult to see Italy or Japan colonising Siam before 1914.
Italy had concerns closer to home (Libya) than distant Siam, and probably couldn't project power that far anyway.
Japan, like Italy had more pressing and local concerns (Korea).
Germany might have been able to conquer Siam, but would have been easily checked by Britain and France. Neither wanted Germany to have a presence that close to British India and French Indochina,and would have done whatever they could to prevent this (support Siam, partition Siam among themselves, offer Germany colonies in Africa, threaten war on Germany). Germany would be well aware of the weak position it was in.