There are several casinos in Poipet, Cambodia at Thailand Border. As long as you stay in this internationally zoned area, Thais don't need to go through either Thai or Cambodia immigration. Less certain about non-Thais. I've been to the very large flea market at Poipet and didn't need to deal with either countries immigration. PS. I've read there very very tough on collecting casino debts in Cambodia.
I've done 3 times with no problems. I think if you are going back to UK or USA (for me) for a few months than coming back to Thailand, you should be OK. It's the ones doing one day or no days border bounces to neighbouring countries, who may have problems.
I've been questioned a few times by airline staff, and maybe once by Thai immigration. When spending thousands of dollars to travel around the World, I'm a: "It's better to have and not need..." type of guy. So, on one trip where it may have been an issue, I booked a cheap flight to Cambodia and actually went to Cambodia for an enjoyable few days.
Assuming your over 50 you can get a 90 day visa, or the regular 60 day visa. 30 days probably too short to set up retirement visa. Just opening a bank account can be difficult.