I am unsure if that will work (not saying it won't). I would ask another question to check it is possible to do this and the moderators will confirm. Good luck.
Are you certain you want the OA visa and not the non O?
The non O requires 800,000 baht in a Thai bank for the first year, but otherwise it's a simpler option as you don't need the criminal checks or the insurance policy from one of only a few companies.
Get a non O retirement visa online from the Thai Embassy in your country before coming to Thailand.
Open a bank account in Thailand as soon as you get here and deposit 800,000 baht. Wait 2 months and extend your stay at immigration for 12 months based on retirement.
you need to get a non O visa before travelling to Thailand online from the Thai Embassy in your country. It used to be possible to come without a visa and open a bank account, but that's not possible now.
If you avoid the non OA visa, you don't need criminal checks and medical insurance.