@Wayne ********
Please don't obviously assume what I might obviously assume. But yes I did assume that if the Thai consulate states 10 business days to process the visa that information is nominally accurate, there is some communication between the two parties, or at least subject matter expertise on the part of the Thai consulate influenced their advice.
What I meant by "Thailand would know" is, if I entered Thailand on visa exempt on say 01March, my Non-O was issued on 05Mar, and I departed Thailand on 10Mar, then Thai immigration would know I was in Thailand when the Non-O was issued, assuming they bother with that type of search (but it could be automated when I enter later on the Non-O visa).
Anyway, thanks for confirming that "Many have arrived on visa exempt while waiting for their visa, then departed Thailand to ***nearby country*** and re-entered on the visa once it was issued."