It seems to me you were taken for a ride at K-Why. The usual fees at massage places seem to be 500 for a room, 500 for a massage, and an extra 500 for sex. Its not clear whether you got any sex. If not you should only have paid 1000 total not 1500.
And even if you had paid 1000 you obviously got bad value.
My Thai friends tell me if the service is not up to scratch, especially if your "on site" you should complain and decline to pay, or pay less. However sometimes this is hard to do, as you may not want an argument.
Your comment re the Captain illustrates something that is common at Massage places and Bars. The Captain's often have favourites, guys who give them kickbacks or sex, in turn for a recommendation.
This is very frustrating for a number of good guys I know, who tend to take the matter into their own hands and introduce themselves to a customer. Needless to say the Captains don't like this.
My impression is that many guys in bars and massage places are not getting that many customers at present, given that the service they provide should be value for money. It seems it is up to us to make our thoughts known directly also to management, in the hope of some improvements.