where did you source your seed ? also did you have any other types of pepper plants growing with these last season some of the seeds you saved and dried could have been from a pod that was cross pollinated i took some seeds out of some commercial store bought mini sweets last season dropped a few seeds in some soil as a goof and low and behold the peppers they are producing is not the little red yellow orange mini sweets but are large White albino bell peppers I have even left some on the plant to see if they would get some color change and they have done nothing but grown larger in size .

to answer you question RD47, peppers do not have genders

the flowers have both male and female parts and therefore a pepper can fertilize itself.....

not needing a female and male plant, because they do not exist

+1 on t-bob. In addition, you probably have a cross. The one growing with pods upright in clusters is likely a true Thai variety but the other one is a cross. What probably happened is that you harvested seed from at least one pod last year that was cross pollinated with some other variety of pepper likely growing in the very near vicinity of that mother plant. If so, you can expect other seeds from that batch to produce some unexpected looking peppers as well.
Bruce

.....or, your plant last year was a hybrid to begin with. Hybrids don't necessarily grow true.

Rick