1 - try to gradually eat more and more, when i say more I don't mean adding a protein shake a day, I mean eating more real healthy food.
2 - if you continue muai thai make sure you don't do any other cardio training than muai thai, and don't exceed 3 sessions a week.
3 - As for weight lifting I would go with something like Waterbury's TBT because you don't really have to go heavy since you're starting and it will make you in great shape for muai thai (to check the program, go in the authors section on the left side of your screen and click on Chad Waterbury and scroll down to Total body training).
4- Beside a good post workout shake forget about supplements for now, get your training and eating in check before buying anything.
5- As profX says, you're a beginner, you're weak all over, focus on getting your whole body stronger and bigger using mostly compound movement.
I hope it helps, best of luck with your training.
PS : You might check vroom's thread on beginners too, forget it you MUST read it!