I think to get the right thickness you need to boil up and simmer down into a syrup.
Sweet and sour sauce is not as easy as it sounds and contains many ingredients. Here's the recipe I got from the chef at Hing Loong, though Mark reckons you need to add some fresh orange too.
- tomato paste
- rice vinegar
Boil up and pour through a sieve when you want to use (so not bits), it's important to serve it warm.
I'll try this recipe at home and let you know how I get on.