Will it be a problem? Probably not. It's more likely for your airline to ask for proof of your ticket out of Thailand than it is for immigration to ask. If your airline asks, they will not let you board your flight without it.
Because it's one of the 3 legally required items to enter Thailand as a tourist, if passport control does ask to see it and you cannot show it, they can potentially deny you entry. It's not something they ask for often, but it's not impossible.
Here's an example I found that was just posted a few hours ago on ASN. So it shows you how every immigration office is different. This office requires TWO witnesses, but they just need the ID cards and house books, not the people themselves.
So you get your first extension with 800,000 in the bank. The rules of the extension you just received say that you must keep your bank account at 800,000 and never let it drop below 400,000.
At the SAME TIME as you are getting your 1-year extension with money in the bank, you start doing monthly transfers of at least 65,000 baht from outside of Thailand. So now for this year you are doing BOTH. After 3 months of doing the monthly transfers, 3 months after you received your 1-year extension, you can withdraw 400,000 from your bank account if you want. Because the rules of the 1-year extension you received said your account can never drop below 400,000 after the first 3 months. Then you continue doing 65,000 baht transfers every month while keeping your account at 400,000 for the remaining 9 months. Then after you have the 12 months of bank transfers and your extension is due for the following year, you go to immigration and apply for the extension showing the 12 months of bank transfers, as the 3 months of 800,000 and 9 months of 400,000 to meet last year's rules. Then once they give you the new extension you no longer have to keep any money in the bank, but you need to continue doing the monthly transfers forever.
What you do with that 800,000 or 400,000 is up to you, but it's not required for immigration once you make the switch for year 2.