How can I switch from an OA visa to a Non-O family visa in Thailand after my child is born?

Will you have a re-entry permit when you go to Vietnam? If not your OA will finish when you leave Thailand and you can just apply for the Non-O in Vietnam.

Otherwise speak to your local immigration office as to whether they will allow you to change to an extension of stay based on marriage when your current extension is able to be renewed (usually 30 days before it expires), you would not be applying for a visa just switching the reason for the extension.

Not sure how they'll handle the insurance requirement, they may insist you maintain that. If they do the only way to avoid it is to leave Thailand and apply for a 90 day Non-O visa elsewhere

Happy to be corrected, but one way: Apply for Non-immigrant O visa, open bank account, deposit 400K, leave in the bank for at least 3 months, apply for marriage/spousal visa, keep money in bank, extention on visa each year...now for the incoming...