There was a post recently in a certain other group with a guy being denied with a brand new METV. His fb profile had some hints about working in Thailand, though. I don't know the full story, sadly.
There was a story today (in the Bangkok expats group, I think) that the Don Mueang IO's would not accept bus tickets as onward travel. Had to be flights. No idea how much there is to it. Or if it applies to swampy as well. I'd always bring a cheap flight that I may or may not use.
That visa would have 90 days validity from the day it's issued. So, once you're in Malaysia you might as well apply for it right quick. The 60 days you get when you enter Thailand (remember to check the stamp before leaving immigration) with the visa can be extended by a further 30 inside the country, btw.