Good for you. Most people prefer to have the required documents before they go to immigration. Considering there's a seven day allowance, most wouldn't leave it to chance. The branch at CW will not give printed statements on the day.
Please stop spreading misinformation. Bank letter and statements if using 65k/month method can be obtained at any branch up to seven days prior to application date. The statements require three days notice, so leaving it until the day of application is unworkable
If you haven't had the extension closed out, they might deem you to be on overstay and fine you 500 baht per day and put an overstay stamp in your passport.