Not every border allows nationals of countries with a bilateral agreement with Thailand to border bounce. Mae Sai is one of those borders. This was not a ‘visa run’ as there is nowhere on the Myanmar side of that border where anyone can get a visa. So, a sign saying ‘no more visa runs’ is somewhat superfluous.
The 90 day report is for reporting the fact that you are in the country for 90 days. If you're not in the country for 90 days then you don't report that you are, because you're not. :)
Sounds like a plan. If they say you do need insurance, then I would recommend you to go get a new visa (Non-Imm O type) and start your extension again from that.
Your visa is a thing of the past. You are here on an extension of stay. Your initial extension was based on a Non O-A visa which means that subsequent extensions for retirement would mean you meet the condition of requiring health insurance under the new rules. Now, whether or not a subsequent extension based on marriage still means that you will need insurance is something that the immigration office will know the answer to. Did you ask them when they did the pre-check you mentioned?
When my flights from the UK to Thailand have returns after 30 days they ALWAYS look for a visa in my passport. When asked what would happen if there wasn't one, and I didn't show a ticket out of Thailand within the 30 days as an alternative, they said I would not be able to check in.