Believe it or not
@Sa***
, it's NOT the thai immigration officials who care where you go when you're denied entry It's the airline that brings you here.
Some allow you to fly anywhere they go, some MAKE you go back to country of passport origin.
So no one can say with 100% certainty that IF you were denied entry your air carrier would let you fly to Lao.
Now IF you did get to lao you could definitely enter by land :)