Firstly you can park your car at a secure car park at the Thai Border Mukdahan.
Buy a ticket at the border straight into Savanakhet bus station then get a Tuk Tuk to the embassy
At the Embassy you will find many agents who can complete the relevant documentation quickly and correctly and get a 90 day Non O visa because you are married to a Thai citizen take the original marriage certificate and as much as you can to support your visa application
Providing you don’t mind waiting a few hours for the next available bus plus they charge you extra for luggage (payment in cash only) other than that it’s a decent option