If you do it in Canada, you'll need insurance that meets the Thai requirements. (non-oa) but you keep all your money in Canada
If you do it in Thailand, what you do for insurance is your choice (non-o) but you need to move 800kTHB to a Thai bank account. 3900THB visa fees for 15 months. No agent needed.
the document you are trying to obtain 'proof of address' is not issued by the UK Embassy. They redirect you back to immigration and in Bangkok, immigration will NOT issue a residence certificate if you are not on a long term visa, doing 90 day reports etc.
Work permit holders.... Blah blah
I don't know anyone on a tourist visa with a work permit...