I'm Canadian, no need. Russian? Not sure. But you did a good thing by asking because a lot of visa agents might lie so you can become a customer. It would not surprise me that Russians need proof of funds, for obv reasons. I'm sure some here knows.
I converted my Volunteer visa to a Marriage extension with an agent without leaving Thailand. For your situation, you can border-run Laos, they do not care about your visa history. Avoid coming back by air, they will give you trouble, but border runs no problem. I say Laos because they are notorious for not giving anyone problems.
Vietnam does not border Thailand, therefore border run is not possible. Border run = going at the border of Laos, Cambodia, Malaysia or Myanmar, going in and come back to Thailand 30 min later. It's an quick in and out to get a Visa Exempt Entry.
Visa run is when you go to another country Thai Consulate (either by land or air) to get a visa. For example, a Tourist.
The best way to do a border run is to go to Laos border. I'm sure some shop in Koh Phangan offer a van services for that. Cambodia is more risky of rejection while doing a border run. Myanmar is having a civil war so I don't think border is open for that.