Here's a new one that might help someone:-

Thai Embassy In Riyadh Saudi Arabia.

Non-Imm O based on Marriage to a Thai National.

Postal applications accepted. Visa fee 750 Saudi Riyal.

Required documents on the picture below. No proof of funds or bank statement required.

I had to use DHL from Al Khobar which was 160 Saudi Riyal each way. My visa is on the way back to Al Khobar with DHL.

They said they've issued the visa, but I'll have to check once it arrives that it was the Multi Entry Non Imm O that I applied for once it gets here.