that is exactly it, except for maybe Ireland. US, UK, Australia, New Zealand, and Canada have the five eyes treaty. It started for terrorism, but now they share their immigration screen. If you are rejected at one, you will probably be rejected at all of them, especially for tourist visas. To answer the OP’s original question, are usually goes like this, you submit a long and difficult application, what a year for an interview, and they throw you out. I visited the trendy building in Bangkok, we’re Thai people apply for a Schengen visa, and also the US consulate. US consulate is full of supplicants begging for visas which they will not get and the trendy building is full of applicants, who probably will if I get a visa if they meet the requirements.
U.S. government is absolutely hostile to expats, tourists, and (legal) immigrants. Try visiting a US Embassy or applying for a tourist or marriage visa for your SO, or requesting citizen services.
The China visa office is not at the embassy, it is at an office building in Petchaburi Road as you said. Not near airports but close to MRT stop. Doubt any nearby hostel but many condos and there is a hotel. If you prefer a hostel try Photohostel in Chinatown. Nice clean place, European owner see that his staff takes care of you. One trip on MRT to visa center.
No. They will show you insurance, but what it will pay if you’re seriously ill, even if it’s not excluded due to being deemed a pre-existing condition, will be not much more than your annual premium. Might as well self insured.