Thank you everybody for the responses. That is a lot of information to chew through. I really appreciate the rapid help. I will go back to the agency with a few questions based on what I have learnt from you all and inbox a few of you.

To clarify any confusion, the agency has told me to collect the documents I need for the non-immigrant b visa application from them on arriving in Thailand. I would then go to Laos to apply. They say I should receive the visa by the time I start work a few days later but I would not have the work permit until 2-10 weeks later.

Sorry for any confusion. I have been asked to go to Laos to apply for the non-immigrant visa a few days after arriving in thailand. All my documents will have been prepared by the agency ready for me to apply in Laos. I would then start work a few days later after returning from Laos. I just meant that I have been told I would receive that visa but not a work permit by the time I start working.