No you do not need to buy any insurance at all. That's a scam where they try to tell you that you have to buy insurance but it's not true at all. You can open a normal account without buying any insurance at all. If they are demanding that you buy insurance just go to another bank or another branch of the same bank.
Not a requirement anymore as far as I know, but traveling without health or travel insurance is a very bad idea. Just look at all the GoFundMe requests that are posted all the time from people in hospital without insurance and huge medical bills.
If you check in online and don't have to drop bags you should be ok, otherwise most airlines won't let you check in at the airport until 2 hours before, which means you won't be able to go through customs.
10 days is probably not enough to get a new visa in Thailand so you will probably have to leave and come back on a tourist visa or visa exempt. If you have a volunteer visa in your passport it could be a problem getting back in as they know that 99% of these volunteer visas are fake and they are cracking down on people how had fake visas in the past.
Maybe you're better off getting the 10 year LTR work from Thailand visa. It allows you to work from Thailand for an overseas company and much better conditions than retirement visa as far as I know.
Not correct. They're just trying to trick you into buying insurance. As long as you have the right documents you can open an account without buying anything.
Report the agent to the police immediately and go to immigration with a copy of your police report and ask them what you can do. If you can get a proper visa agent to go with you even better as they can probably help at least explain your case in Thai.