@Nigel ******
don't confuse Thai Embassies outside the country with Thai Immigrations INSIDE the country, they are two completely different governmental agencies and have nothing much to do with each other
Requirements for the O visa differ by consulate and country, so check the website of the thai embassy/consulate in your country.
And if you're going to do the Non-O visa inside the country go to your immigration office make sure they can issue it and get the hand out listing the requirements (as you see, not all offices in the country can issue in country Non-Immigrant type visas)