For the COE, do I select the embassy of my passport, or of the country of departure?

I couldn't find this answer anywhere. The first step to registering for the COE (in my case, for Visa exemption), you need to select the "place of origin" and then select an Embassy of that place. In my case, I'm using the Brazilian passport to get the exemption, but my flight will depart from Spain.

What about layovers, do it affect the "place of origin" to Thailand? Is there a limit of how many layovers I can do to arrive on Thailand?

Also, do I need to buy the insurance before applying for the COE? The only things you can provide later are flight and ASQ proofs?

Thank you!