An embassy is the the permanent diplomatic mission a country in a foreign capital. Capitalize it only with the name of a country: the Egyptian Embassy; the embassy
The high-ranking diplomat in an embassy is the ambassador. Capitalize it as a title when used with a name:
Ambassador Adam Wacław Jelonek
The Ambassador of Sweden to Thailand is also side-accredited to Philippines, Laos and Myanmar.
I sat next to the Chinese ambassador.
See also: consulate