I think the police clearance document takes weeks anywhere, was 6 weeks in UK. If you want to apply for a non-OA then ask for it asap. If you arrive on 30 day visa exemption you can go down the non-O path after a while which doesn't require insurance. How do do this is outlined in many previous posts.
The Thailand Marriage Visa also allows the holder to work in Thailand when the visa holder is able to obtain a valid Thai Work Permit to go along with the visa. Thats what I read, bit confusing.
yep, it's basically a formal letter stating your current balance and a summary of your balances and transactions over the previous 12 months, standard docs for them.