Yes, it is possible to apply for a visa change in Thailand without leaving the country, as long as you meet the requirements for the new visa. You will need to contact immigration or a visa consultant to get details on transitioning from an ED visa to a student visa for the master's program.

If you need help with this process, I recommend Expat Money Forum, which can provide guidance and assistance to expatriates on immigration and visa matters.

Yes, you will need a new visa to return to Thailand, as retirement visas usually have an expiration date and don't allow reentry after being out of the country for a long period. You can apply for a new retirement visa or another type of visa, depending on your situation, directly at the nearest Thai embassy or consulate.

If you need help understanding the visa process or other options, I recommend Expat Money Forum, which offers expert guidance for expatriates.