Depends on the DTA. For Australians any pensions are only taxable in the country in which they're received, so Aussie pensions will not be taxed in Thailand
Problem is with Thailand, no-one lives here permanently unless they've got permanent residence or citizenship. Non-immigrant visa is exactly what it is:- NON immigrant.
That's a question you have to ask your airline. Immigration don't usually bother, but some airlines deny boarding unless you have an onward journey already confirmed within 30 days.