Much …much easier to get Non-O in UK through the Thai London Embassy website. At least this was my experience having investigated to obtain it within Thailand initially.
Much easier to open non-O in your own country using home country bank account balances to prove the required economic solvency by the local embassy. Arriving to Thailand with Non-O visa should not be a problem to open a bank account during month 1 to season funds during months 2 and 3 before applying for first 1 year extension. Not sure why would anyone apply for non-O in Thailand being so much more complicated, cumbersome and prone to local IO’s interpretation of requirements.