I'd personally do the exemption and extend while here. You just show up and pick a day to go to the immigration office, pay 1900 thb and you're done. I feel like the applying for the visa option would be more hassle. Having to send bank statements, accommodation info etc etc.. Whatever suits you better though.
I changed passports when crossing by land from Cambodia to Vietnam. As one of them gives me visa free entry and the other doesn't. Seemed to go pretty smooth although I did have to explain to them why I was doing it.
I understand your question. I've done that trip to Aranyaprathet/Poipet before and it would be the same for someone with a Danish passport as it was for me. Apply online for the E-visa before you go, getting it at the border will be more hassle.
Best option is buying an empty SIM card from a shop for like 20-40 baht then downloading the carriers app and buying the package that way. The carriers shops have limited options and in my experience they try and sell you the most overpriced things and intentionally hide lower priced options. I recommend AIS with the MyAIS app.
They do a colorblindness test. I have mild colorblindness that's not noticeable and doesn't interfere with me at all, but it makes it so that I can't pass that test. Sucks.