What are the differences in applying for a Non-Immigrant B visa at Thai embassies in Hanoi, Phnom Penh, Penang, and Vientiane?

First time application, with the WP3 form, only a Single Entry Non Immigrant B visa

Depending on the kind of visa he has at the moment the easiest option is to convert it to the Non Immigrant B visa at the local Immigration Office. If the MD is in the north of Thailand, Vientiane would be easy, but have to make an appointment. If a flight to Hanoi is cheap from where he stay, he can go there or when he is in the South of Thailand it may be easier to make your way to Penang. We are not a travel office, so that is for yourself to decide, if you have all the documents in order all Thai consulates are not that difficult.