Joe, Im 90% sure its at the Sungai Kolok border. I did the train about 5 years ago all the way from Bangkok to Sungai Kolok then the border is about 1km ish away so I walked over into Malaysia...Im almost sure that sign is on the entry to Thailand on the Malaysia side......as I said...90% sure mate :-)
I guess you live quite far from immigration ! They used to visit you at home. I know if you wanted the ferang house book you had to visit local amphur office with neighbours to vouch for ypu so I guess immigration there do a similar thing :-)
Thats a good call Lloyd Turner...if you get off the boat at Satun with 2 land entries, the boat is on its way back before you get through immigration. They cant send you back anywhere
by the way, there are now only 2 boats a day each way from Satun Tammalung pier...they stopped one for Ramadan and have discontinued permenantly. They fill up early...the koh lipe ferry is full over a day in advance and when youre coming from Satun for the 10am...get here before 9.30am or they wont sell you a ticket...