Volunteer visa required to be on Non-O first, so that agent was probably trying to scam you. The price of 30-35k baht seem adequate tho, it's what most people pay with an agent and it's legit, the stamp is legit, etc. Ed Visa is a bit lower price but not too far off. You can get a medical visa for around 15-18k baht but it's only 3 months.
Yes and No, this is not harming anyone. With that logic underground casino all over BKK, black market lotto tickets, border markets, etc, all of this should stop today. Some laws are outdated but remain for tea money purposes. It's like now the special visa is about to run out so the agent will get flooded by demand. It's all calculated and benefit both side.
I always suggest when you are looking for answer to listen to people that: A) Have been here for more then a few years; B) That have use all different options on the table, including agent.
You can't listen to the fear mongering people who are on retirement visa last 20 years with no understanding of the current situation and how relations are forged between agent-IO-clients.
People confuse legality and legitimacy all the time. For example, you can buy lotto ticket at the black market, its not legal but you get paid fully when you win (legit). Even cops are often seen at these market buying tickets. The same goes for agent, not technically legal, but tolerable, and you get exactly what you pay for. That important distinction is ignored by people who sole purpose is to make you feel bad for trying to stay longer the alternative way.
How told you that non sense? Stop listening to fear mongering by grumpy old fart who like to patronize everyone. If you use a reputable agent you will stay no problem, many have done it.
I have never ever been asked for a return ticket by the airline nor immigration while entering Thailand since first entering in 2010. I must be very lucky according to some.
"A caveat against using a visa agent.". He did not use a visa agent, he uses someone to forge fake stamps while not being in the system. When you use an agent you are inside the system (computer), legally, like everyone else.