Should I set up private medical insurance in Thailand before or after arriving with a DTV Visa?

It only covers urgent care and repatriation, but one option is travel insurance for the first year (and self pay for routine care). (Do check policy wording about how they view residence versus travel though, this varies). That way you can take your time and talk to brokers etc to try to make the best choice. One important question is how sure you are about Thailand versus other countries. If you think you might go on to another country then you might want an international policy, or you could get a local one if you only plan to be in Thailand.