I found KL to be a breeze if your paperwork is in order. There's an ok hotel right across the street, which is convenient since people start queuing about an hour or so before numbers are given out.
Find a BB branch that is used to dealing with foreigners, e.g. Exchange Tower or EmQuartier. Their website has clear rules, maybe bring them with you:
"2. Foreigner with Long-stay or Tourist Visa
* Passport
* A Letter of Reference issued by: (One of the following)
* Embassy or international organization
* Customer’s home bank to Bangkok Bank via the SWIFT messaging network
* Person acceptable to Bangkok Bank e.g. branch officer, customer, government officer or company executive
* Educational institution located in Thailand and acceptable to the bank
* Company that is acceptable to the bank, confirming the customer is in the process of getting a work permit
In addition, other document that shows the name of the customer can be used as a supported document besides the documents mentioned above i.e. a document showing the ownership of real estate in Thailand such as a unit in a condominium."
I'm not quite sure about "very little jobs for foreigners other than teaching". I've been working here for 4 years now, which is not terribly long but also not super short. Of all the foreigners I made friends with during this time only 2 or so were teachers.
IT seems to be the biggest sector employing foreigners after teaching, but I also met plenty of people working in HR/recruiting, business development, marketing, hospitality, commerce and international trade and quite a few other areas.
In short: if you had a marketable skill back home it's quite possible to find work in Thailand. A lot of the negativity seems to come from people who expect to just wash up here and somehow find employment, despite no obvious qualifications or work experience.
Alexander, without wanting to sound discouraging I think it’s gonna be very hard to find legal employment here with your background. 😢 I hope I’m wrong, best of luck!