Will I face immigration problems entering Thailand with multiple stamps on my passport and switching from an ED visa to a tourist visa?

Land borders are safe. Very unlikely you would denied and if you were the worst is you are just stuck where you are. The border with Laos at Nong Khai would be ideal, if you could get a flight into Vientiane, that is a very relaxed border. Maybe difficult to get a flight to. If you do this Udon Thani airport is 60km from the border and you can fly to wherever you want in Thailand.

Or alternately, it might be more easier to get a flight to KL and then cross the southern border. That border has a reputation as being more picky but you'd still likely be OK, and worst case you are just left in Malaysia and can try again. In this case you could fly to whever you want to go domestic from Hat Yai (60km from the border).

If you are flying in, Chiang Mai is lower risk than Bangkok, although not quite a low risk as a land border.

You could very well be fine. But you also might not, and the consequences if you fly into Bangkok from Portugal and are denied are going all the way back to Portugal at your expense.