Can I switch from a Non-Imm O-A visa to a married O visa directly in Thailand?

I believe as long as you were officially married in Thailand

Yes, you can change to a type O extension based on marriage. There is allot more paperwork, but it gives you the, if you want, ability to legally work. You can not do this under a retirement extension. Even volunteering at the temple could get you in trouble on a retirement extension. If things don't work out you can change back to a retirement extension, but instead of a type OA, you can get a plain type O retirement extension. It is good to have insurance whether the visa extension requires it or not. To reduce the high premiums at your age and beyond, you can get a cheaper inpatient major catastrophe policy, then get a much cheaper accident policy through your bank. I save over US$1000 doing it this way, and still have the same basic coverage.

You cannot covert from OA to O retirement, but should be able to go to O marriage. Enquire at your immigration office. Also consider keeping insurance going. It is possible all long stay visas will need insurance in the future. Whilst you have it at your age you can keep renewing up to 99 years. If you let it lapse now, no insurer will take you on once you're past 75. It's not at scary as some people make out.

I just went to do extension as came in July and because had enough money they said i could do either visa marriage or retirement. I came in on marriage

You can go straight to the non 'O' visa based on marriage. And you can get it in Thailand. Alternatively you could just re- extend your current extension for another 12 months . But with the 'O' visa, health insurance is not compulsory. Unlike the O.A visa