Easiest is just to get married, as long you still have time left on your current stamp. I assume that is a tourist visa? Then when that is close to running out, and you are already married, go get the 60 day "visit family" extension at immigration, to have have enough days left on that to apply for an in country non o based on marriage. Another option, that some have to use because their local immigration will/can not issue the initial non o visa, is to make an appointment at the thai embassy in Vientiane, Laos, and go get the initial 90 day non o there. Or start in Savanakhet Laos with a year multi entry non o based on marriage.
However you can/choose to get the initial non o, it sounds like you already have your ducks in a row to apply for the one year extension at thai immigration after.
different thai embassies has different requirements. It's not the same. Thailand has 65 different embassies world wide, and 29 consulates, some of which also gives visas.
and it might be cheaper to get the visa.. Not sure.. But it could be easier with just an extension depending on your local thai embassy requirements. As said, some require bank statements.
You can extend your stay while here in Thailand. One time, for 30 extra days. For 1900 baht per head at immigration here.
Or you can apply for a tourist visa for the adults, before coming here. (Adults being anyone over 16 yo) anyone not adult, will noy get fined for overstay so they are fine, and will just get a stamp in the passport when leaving saying they overstayed.
Don't remember what a tourist visa cost, and requirements is different from embassy to embassy. Some required bank info fo4 example.
Easier just to extend the adults visa free entey when already here.
Reason for them (the airline) demanding a return ticket for no visa or tourist visa is that they are responsible for trafficking you home if denied entry into Thailand of thai immigration.
It's only the airline that will give you grief about it too.
Immigration in Thailand won't ask when you go through passport control.
No return ticket needed when you hold a non o of any kind. Or non b, or non ED.
Only if you are not having a visa at all (visa exempt) or at times on a tourist visa too.
If you get any grief from check in counter. Point out that you have a valid non O. Which means you are not a tourist, and not having to go back in 30, 60, or 90 days.