Visas are meant to be obtained from embassies before traveling to a country.
While some immigration offices do allow you to apply for certain visas inside of Thailand, you must still meet the requirements of those visas, which including proof of finances which is always in a Thai bank if applying in Thailand.
No bank in Thailand allows accounts unless you're on a long-term visa.
So your option now is to leave Thailand and apply for a non-O visa at a Thai embassy. You don't have to go to UK, you can go to Laos, or Vietnam, or some other country and apply. Embassies accept financial proof from any bank, not just Thai banks.
That depends on your immigration office. Most want a new TM30 when returning to Thailand, but some are fine without it if returning to the same address.
And legally your friend needs a TM30, but realistically unless they'll be going to immigration for something while they're staying with you, it's not necessary.
It sounds like you applied for the 90-day non-O visa based on marriage, and they came to visit you after that. And now you've applied for the 1-year extension (not a visa, it's an extension), and so they are coming to visit you based on this brand new application. Each extension is a brand new application, you are not renewing anything, you are applying for a brand new extension.
If you both have Italian passports then you don't need a visa. You'll be eligible for visa exempt which will give you a 60 day stamp when you enter. About a month into your trip you'll need to go to the immigration office where you are and apply for the 30-day tourism extension.