Bangkok is a special case as it actually was the name of the small village that was on the site before it became the capital. Furthermore, all Thai people are familiar with the name "Bangkok" and will use it to refer to the capital when speaking to foreigners. So that one might be a special case and I think Thais would probably be OK with us using it here. If "Krung Tep" is used, obviously Bankgok would have to be added as well because then nobody but Thais would know what you are talking about. So I personally would say that we should stay with Bangkok.
I believe the first name change from Siam to Thailand occurred in 1939 under the post-rebellion government. I think anything prior to 1939 would be "Siam." Actually "Siam" would be appropriate all the way back to the Ayutthaya period, (ended late 1700s) although of course the borders of Siam during that time were pretty different, i.e.some of modern Lao and Cambodia were part of Siam at some periods.
The period 1939 to 1948 is problematic because 1948 is when the name change became "official." I think using Siam / Thailand for that period would be most appropriate because of the political turmoil in the country at that time.
I am not sure where you are getting the 1855 date for the start of the Kingdom. Rama I was crowned in 1785 and I believe most modern Thais would trace the history of their country back to him.
Do we really have any profiles on the site that go back to pre-Siam?