Ok, I've opened an account on visa exempt. The staff at Silom are aware of how the retirement visa works, and you need money in the bank before you can get the visa, so it's quite straightforward. The biggest problem is many people go traipsing through the suburban banks who have no idea how to deal with it, so it's easier for them to say no.
As Brandon says, you come on a visa exempt, and from day one you start looking for a bank to open an account. My suggestion if you're not having any luck to start with is to go to Bangkok Bank head office branch in Silom and explain the situation, that you're applying for a retirement visa and you need to park 800,000 baht in your account. Once you've got that done, call back here and Brandon will give you further instructions. Just take it a step at a time and it won't seem so daunting, and the closest you'll ever come to technology is putting your BTS ticket into the ticket collection machine 😆
The only economic option for a visa run at the moment is Phnom Penh, but the cost involved would far outweigh simply going to immigration to get the extension.
It's not good to give poor advice like this. What is "wrong" in your eyes is not necessarily "wrong" in the eyes of an immigration officer (who has absolute power of discretion - which works both ways). As Brandon has indicated, IOs in Bangkok (both airports) can be very mercenary when it comes to frequent visitors who they deem as not having the correct visa for their visit. They are particularly hard at the moment on people with covid extension history (and most of these people have actually done something "wrong" by falsely applying for such a visa - although it's a fine line), although one and possibly two are no big deal, and also the bogus volunteer and ED visas which were sold by agents during the first year of covid. There have been numerous reports of these "volunteers" and "students" arriving back in Thailand and being denied entry. It is worthwhile anyone in these situations to seek advice as to the preferred way to re-enter Thailand.