Is it safe and advisable to do a Malaysia border bounce on my own without an agent?

Malaysia border bounce question:

I'm considering trying to border bounce myself (without the assistance of an agency) in two days... is there any added risk of issues if doing this on my own? As in: does the agent provide any assistance with the immigration process or they're just providing an all inclusive ticket organizing the travel there and back?

I'm on Koh Phangan but mostly want to do the border bounce myself because I found a ticket that would take me all the way to "Sadao Border" and then I would rather rent a car from there as long as everything goes smoothly with the new visa exempt entry and travel through South Thailand exploring Hat Yai, Krabi etc. Rather than jump right back into a cramped van for another 15hr drive/ferry...

Two questions: is the Sadao border crossing a good/main one for the Malaysia border bounce? And all I should need would be my passport? And are there rental cars available around the border crossing within walking distance? Or would it be better to get a bus to Hat Yai and rent a car from there to drive to the border and back to Hat Yai where I assume there are more rental car options and better rates?

Thank you!!!