Billy I've never actually been in any of the middle east countries, just transit through the airports a lot. Abu Dabi is the only middle easy country with US C&I stationed there. There are a couple countries in South America and Cuba where they are also stationed. It's actually pretty nice because when you land back in the US, you go into the domestic terminal since you've already cleared Customs and immigration.
Billy Yeah in all my travels I had US immigration stamp my passport once in Abu dabi. I assume because the immigration is out of country that's why they stamp it there.
-No, covid insurance is not required for any extensions, or anything once you enter Thailand.
-No, your return ticket must be before you visa would expire. Easiest option is to buy a refundable ticket, book it for 30 days (that way you only need 30 days of covid insurance too) and then cancel to change the date after you enter the country.