Marfitalu: It depends on the variant of checkers you are playing. However I am not an expert for all of them... (in particular, I have never tried a serious game of Thai checkers ...)

In Turkish checkers (for example) the captured pieces are removed from the board DURING the move (possibly creating new opportunities for capturing).

However, e.g. in Czech checkers, all captured pieces are (according to the official rules) removed AFTER the whole move is completed. There exist some pretty combinations based on this rule - they are commonly called "Turkish assault"!

I guess that in Thai checkers, the second option is applied, preventing you from playing the mentioned double-jump ...