Assuming you don't mean Covid vaccines, you really don't need anything else. I don't understand why people think Thailand is some exotic place when most people are just heading to Bangkok or Phuket and would never think to ask the same question if they were going to Tokyo or Rome or any other developed metropolis.
There's no change of rules for Visa on Arrival. It was restored many months ago. The changes of rules are regarding Test & Go vs Sandbox and other entry programs which have nothing to do with also needing the appropriate visa to enter. The only new visa that is possibly changing is the STV (special tourist visa) that is good for 90 days. The normal tourist visa (60 days), visa on arrival (15 days), and visa exempt (30 days for most nationalities) does not change except incredibly rarely to add or subtract a nationality.
Yes, both the 15 day Visa on Arrival that less than 20 nationalities qualify for (such as India and China), as well as the 30 day visa exempt entry that many more nationalities get when coming to Thailand without a visa. You likely mean Visa Exempt which is NOT the same as visa on arrival where you pay at the arrival airport to have a visa granted.
HK is one of the hardest places to enter during the pandemic. Formerly, the rule was that if you were from a Group "A" risk country (which was a very large list of countries), you cannot enter Hong Kong if you are not a HK resident without "washing out" for 21 days outside a Group A country. People from Group B-risk countries are allowed in if they have only been in the Group B countries for at least 14 days. But now 8 countries like the US, Canada, France, Australia and the UK are in an even higher category which is completely banned from entry, even for HK residents, unless the person has met the dual rules of having spent 21 days outside those countries AND also 14 days in a Group B country. So in other words, if someone is coming from the US, even if they live in HK, they must spend 21 days outside one of those countries, and also must go to a country like Mexico (or Thailand) and spend 14 days there "washing out" before they are allowed to come to HK, where like all arrivals, they will then have to spend 21 days in a self-paid hotel room quarantine where they must undergo a total of 8 RT-PCR tests during their quarantine. Essentially an American or a Brit or an Australian has to spend a total of 42 days between the washout period and the quarantine period from the time they leave their country until the moment they are free to walk the streets of Hong Kong. Makes Thailand's AQ and Sandbox programs look like a breeze. This is why I have little patience for people who criticize Thailand's minor restrictions. I'm always like, do you realize it would take you 42 days in order to visit HK? So don't complain about 7 days or about a Day 1 and Day 5 test.
You are required to follow the rules for the entry scheme you got approved for. This also works the other way, people who got approved for Test & Go got to follow Test & Go rules even when they discontinued the program for awhile. They didn't have to follow the Sandbox rules even though Sandbox was the only entry method that remained other than AQ. So sometimes this policy of you having to follow the rules for the entry scheme you were approved for will work in your favor, and sometimes against it.