Majority of airlines won’t let you board your flight unless you have proof of onward travel. Doesn’t have to be a return flight, it can be a flight or bus ticket to a neighboring country. Every time I’ve booked a one way flight, they’ve asked me for proof. I’ve used multiple airlines too.
Goin through Bangkok when you enter the country is going to give you the most problems. My advice is to enter in via Chiang Mai and then go to Bangkok from there. The IO are more friendly in CM.