it depends on the immigration office. Historically in Chiang Mai you could get a residence certificate even on a visa exempt entry without a rental contract, my first one years ago I just had to give my address, didn't need any contract at all. Different provinces have different requirements, in some an agent can make it easier.
Residence certificate is just a statement of your address from immigration, it has nothing to do with any official residence status. You may also be able to get this from your home country embassy, some will do it, some won't.
you don't need a work permit for a bank account, it's just one option, if you don't have a work permit you need to show something else like a residence certificate or embassy letter. Everyone on a retirement extension has a Thai bank account but you can't get a work permit on that either.
You need to try multiple banks (ask which branch in your location) or just pay an agent to do it for you.
one of the stated criteria for opening a bank account is a reference letter from a trusted individual such as an existing bank customer. I wouldn't be surprised if money is involved but it's *possible* that agents are merely providing this and don't actually have to pay for it, as this is an official criteria.
there is no insurance requirement for the DTV. COVID insurance used be required for any entry during the pandemic but this went away a long time ago. The O-A retirement visa, however, DOES require insurance.
it's 500 baht which is $15. Like David says you can't open an account at the New York branch, you need to do it in person in Thailand. When you have a Thai account open you can send certain payments to your Thai account number at the New York branch (like social security or veterans benefits).