To board the plane - yes, it negates the need to show a flight out but you may need it for your application for a tourist visa to begim with (some embassies ask for it, some dont).
KL has had a reputation of being difficult for years on thai visa forums vs Penang being easy + you can use an agent in Penang, although I would note that KL from reports is getting better. Singapore is the only place that has a worse reputation in the region.
cannot be obtained at Immigration. Thai embassy/ consulate in home country, country of residence or alternatively Australia. Some reports are suggesting its also available in KL now as well for non residents.
Ive heard that as well but Ive always opted to stay in the middle of town - nicer places to eat and drink, particularly if you're staying for a couple of nights.
Not 5 days, next day - drop off morning day one, pick up afternoon day 2. Make sure you've got the actual visa application form from the embassy, Ive applied for 2 EDs there, neither school provided it vs the rest of the paperwork. Be aware of scammers trying to sell you extra services outside the Thai consular section building as well - and that should be added, you apply there AND not the Thai embassy in Vientiane, found that one out the first time I applied :)
you're missing the point of the TM30 though - it's for EVERYONE entering the country not just expats and people here for long term stays, essentially so the government knows where every farang is. As for Phuket doing it LOL - grab a ticket, Chiang Mai has been enforcing it for over a year and since then places like Pattaya and others have as well :) Is it stupid, particularly given it cant be done online - hell yes, but it is what it is. TiT.