Can I apply for a Non-B visa in a neighboring country while on a 30-day visa exemption stamp?

I wonder if anyone can please provide some feedback from experience or confirmed information. I'm currently on a 30 day visa exemption stamp and would like to go to a neighbouring country to change to Non B visa as I've been offered a position and need a work visa. I've heard that some South Africans can't do this if they have a Tourist Visa which they applied for at the Pretoria Embassy and on the visa it's written in Thai that they can only change their visa from tourist to any other at the Pretoria Embassy. I don't have any previous Tourist visas in my passport. Would I be able to apply for the Non B in a neighbouring country? Thank you in advance for your advice.