I assume as you want to retire to Thailand then you have been before and understand the visa exemption process. As far as I am aware and I am sure there are many more people that can assist you here, changing visas in country are either not possible or difficult. There are many visa agency’s in the uk that can assist you in this process. Thailand is notoriously a difficult place to understand that amount of different visas. I wish you good luck.
not saying it doesn’t just highly unlikely. And you only need proof of onward travel out of Thailand and that can be a simple bus ticket into Cambodia.
to date in the last 16 years I have always gone to Thailand on a visa exemption. Stamped on for 30 days. You can then do up to 2 land border crossings in one year, unlimited air crossings plus you have the choice to buy an extra 30 days at immigration.