then you might want to buy a cheap ticket out of Thailand within the duration of your initial entry to Thailand. If entering visa exempt then something within 30 days.
there's a Western Union branch in CentralWorld, can't remember which floor but I think 4th or 5th. There's also one inside the post office by BTS Phra Khanong.
no but you might be asked at check-in to show an onward ticket out of Thailand. If you don't have one then they might not let you board unless you buy one on the spot.