No particular documents required to leave Thailand. Ensure to get a re entry permit if you have a valid visa/extension which you wish to remain valid. Safe travels.
personally I would book a return within the 60 days tr period - but ensure you are allowed at least 1 change of return date for free which most airlines are allowing at the moment.
for TR yes you should have an onward or return ticket- apart from COE, airline may well ask to see this when departing UK. In current times most airlines are flexible with changing return dates if you have a definite plan to return to UK in 2-3-4 months.
It depends on what visa type you are entering on. For tourist or visa exempt generally an onward ticket (doesn’t have to be return ticket) is required.
The only real difference since Thailand going on UK red list is the need to hotel quarantine on return to UK. Insurance maybe an issue as could be invalid if you use a UK insurance company. I would suggest to get insurance from Thailand based company and then you will have no issues with insurances.