@Scott ******
Why would an embassy require a Thai bank account for a visa for someone visiting Thailand? That doesn't make any sense.
You get the non-O visa from the Thai embassy using any bank account. Then you use that visa to get the Thai bank account. If you enter Thailand as a tourist, you CANNOT get a bank account, and therefore CANNOT get the visa in Thailand, because the requirement to get the visa in Thailand is to have the money in a Thai bank account.