As soon as you arrive, go to immigration, ask for permission to open bank account to apply for retirement Visa, take that permission letter to Bangkok Bank, no other bank will do it for you
After you have your visa on your passport, then you can open with any bank.
As I understand, NO agent can do it, anyone dare, they will arrest them.
Go to immigration, tell them you are applying for a visa ( pick one that you will qualify for and require bank account balance) Ask them for a letter of permission,