Arrived in Bangkok last week from England...no luggage on the carousel...checked with the airline...most apologetic...apparently didn't get put on the plane...along with around 30 other people...said luggage would arrive next day and they would deliver to my address...which they duly did....so minor inconvenience...but dealt with efficiently....Thai airways
It certainly seems to vary...I arrived in Bangkok today from the UK with Thai Airways on a one way ticket, tourist 60 day visa, and rather than having any hassle I bought a cheap reservation from Bangkok to Kuala Lumpur at a date within the 60 days....and neither the airline or immigration asked to see any ticket for onward travel...
...so how does it work if you go through an agency and they deposit
*****
0 baht on your behalf, presumably only for a very short time, to get visa extension. You will have no bank statement showing money deposited over a period of time...does anyone ever check it...or are you then stuck with an agency forever....just interested !!