UK pensions means what exactly? All pensions are taxed on remittance to Thailand unless specifically exempted through a DTA. In the case of the UK only civil service pensions can be remitted tax free, all other types are taxed.
You can not start your extension of stay straight away as soon as you land. Immigration will not accept early applications. Depending on where you are staying you can apply for the extension either 45 or 30 days before your Non O expires.