You can get it beforehand at an immigration office normally. One less hassle at the airport then. Pretty straightforward process. I did it in December.
Surprised at that. If said Muay Thai facility was approved I'd have though it would have been able to be done beforehand. I doubt the many facilities for this type of study would meet the requirements anyway though.
If you go to central festival there's minivans which will take you right to the border. There's a small ticket office who will let you know what time the next one is, it's very cheap too.
Put a pen in your hand luggage, that way you can fill in the arrival/departure card before landing. Getting through passport control can sometimes take quite a long time so any amount of time you can save will be beneficial.