Do I need an exit flight to enter Thailand as a South African traveling visa exempt?

Let's see if we can't sort out what it is you're trying to do AND your errant terminology at the same time 😛

𝗛𝗜 𝗮𝗺 𝗳𝗹𝘆𝗶𝗻𝗴 𝗶𝗻 𝗡𝗼𝘃𝗲𝗺𝗯𝗲𝗿 𝘁𝗼 𝗧𝗵𝗮𝗶𝗹𝗮𝗻𝗱 𝗳𝗿𝗼𝗺 𝗦𝗼𝘂𝘁𝗵 𝗔𝗳𝗿𝗶𝗰𝗮. 𝗦𝗼𝘂𝘁𝗵 𝗶𝘀 𝘃𝗶𝘀𝗮 𝗲𝘅𝗰𝗲𝗺𝗽𝘁 𝘀𝗼 𝗜 𝗻𝗲𝗲𝗱 𝗴𝗼 𝘁𝗼 𝗜𝗺𝗺𝗶𝗴𝗿𝗮𝘁𝗶𝗼𝗻 𝗮𝘁 𝘁𝗵𝗲 𝗮𝗶𝗿𝗽𝗼𝗿𝘁 𝘁𝗼 𝗴𝗲𝘁 𝘁𝗵𝗲 𝘁𝗼𝘂𝗿𝗶𝘀𝘁 𝘃𝗶𝘀𝗮 𝘀𝘁𝗮𝗺𝗽. <- umm partly right, S/A is a visa exempt country <- that means you can show up here without having bought a visa from the thai consulate in your country and you get stamped in FREE for 30 days BUT you don't go to immigration anywhere and get a tourist visa stamp 🙁 When you arrive you'll get stamped in for free for 30 days at passport control at the airport.

Whether you will need proof of onward travel flying here visa exempt is more dependent on your air carrier than anything else <- that means CONTACT your airline, tell them you're flying to thailand "visa exempt" and ask if you need proof of onward travel and if you do ask if it is in 30 days or 60 days. IF they will let you check in/fly here without proof of onward travel you are highly unlikely to be questioned when you stamp into Thailand.

As I said you will get stamped in for 30 days for free on the visa exempt entry program and when your entry stamp is running out if you want to you can go to the immigration office in the area where you stay in thailand and apply for ONE 30 day extension for 1900baht

Again, the questions about the onward travel need to be directed to your airline, they are the one that can stop you from flying in visa exempt without proof of onward travel (usually in the number of days you'll be stamped in for <- 30) CHECK WITH THEM.

I guess you can buy a cheap bus, train or air ticket online to somewhere nearby like neighbouring countries just to be on the safe side.