I am so confused about " put visa into the passport and void stamp". Doesn't that mean you don't have visa? As citizen of Slovenia, I think you can enter under Visa Exemption Rule, right? Why they won't let you even fly to Thailand. You don't even need a visa to fly out of Vietnam with Slovenia passport. Also if you really just want to go into Thailand and pack your things and go home, I think you can just show them a ticket that you will be leaving Thailand in few days and you might have a shot at the airport. The key point is that you have lost your credibility with Thailand government (Immigration Department), so you have to work extra hard to regain that trust.
On Royal Thai Embassy, DC, USA site. Nothing mentions that you need to have Thai account with Thai Baht, when you only apply tourist visa even for METV.
from my reading, you only need provide financial proof from USA bank(s), if you apply O-A visa in USA. But you do need provide financial proof from Thailand bank(s) if you apply O-X visa, no matter where you apply that from. Is my understanding correct?