Leena - please don't send me all your emails!
It is quite usual for a visa to cost money, so that part of it isn't odd. Was the "lady diplomat" from the British Embassy? (it's an embassy in Thailand, not a High Commission). It may well be true that DHL have somehow lost your documents, although that part sounds very odd. According to my Google search just now, the website you should be checking with is http://ukinthailand.fco.gov.uk/en/visas/ where they say that fees for visas are charged in local currency, not euros, so it may be that again you're dealing with the scammers. Check out the official website and see if the phone numbers and email addresses you've been given are the right ones.

However, as to the fee you've been offered to perform in the UK and the existence of Heritage Music - I'm sure that part is a scam. A fee of £20,000 is, as I said before, only likely for a mainstream headline act and very unlikely if you've never played in the UK before. And Heritage Music is the name used by the two different scam emails I've had personal involvement with. It's not a well-known company here - if you Google the name you'll find one website, and that doesn't mention important concert events. If your "Edward Alex" is as important as he says he is - paying fees of £20,000 he should be the biggest of the big time promoters - why doesn't he have a proper email address instead of one with a different name and via yahoo?   As Emily says above, payment for a gig is never made ahead of the gig, so if they say they've paid you already you need to be very, very suspicious. Something is very wrong about this.

Don't pay out any more of your own money until you've checked and double-checked every "fact" and name you've been given. Where is the concert supposed to be happening? Check it out on line. If it's a major event (and for a fee of £20,000 it would have to be a major event) it will be on line and selling tickets. If you can't find it, it doesn't exist. Also go back to the start of this thread and read the correspondence - see if any of it matches your experience. If it does, you're in the process of being scammed.

Good luck!

Anne