Which banks in Bangkok allow NON O visa holders to open accounts?

Kasikorn and SCB they are more foreign friendly and some branches are more lenient nonO and lease agreement does the trick no residency cert required (depending on branches)

Normally you need permit from immigration to open bank account, but while I was waiting for mine I tried at Kasikorn with my wife as I was bored and they made it in 20 minutes, card and everything. Advisory tho as I read lots of other experiences, thailand is still thailand, regardless of official rules, depends on workers, how you look like, how much money you'll deposit, sometimes even your nationality are factors for your experience, everyone gets different treatment everywhere in everything in thailand. All in all just try multiple, no bank gives the same experience to everyone, it's not the west

Do you have a Certificate of Residence from Immigration yet?

Get a Thai SIM card and bring a residence certificate from the immigration and visit nearby branches. Explain that you need to open an account for a one-year extension of stay. Several people avoid Bangkok Bank due to its strict internal regulations.