if you apply for a tourist visa in Penang they ask you house contract or hotel booking, flight reservation within 60 days and - if it is not your first tourist visa on your passport - a bank statement showing at least 50,000 baht.
As for border run to Satun, yes, if you go by yourself you will be denied the entry, if you go with a visarun tour you can get your 30 day visa exemption stamp with an "unofficial fee" of 1000 baht
The friendliest Consulate for Non O is Savannakhet (Laos), you can check their website.
Be aware your marriage must be officially registered, and looks like being registered in a specific Municipality in Bangkok makes the Visa process smoother