South African are a bit on Thai Immigration watch list and your own government add to some problems. In principle SA if the only country from the African Continent that enjoys the same privileges than a Western passport. Mean you can enter by Air for 30days visa waiver, you can do border bounce in one calender year TWICE and you can apply for Visa in some countries. Now comes the tricky part, some places don't accept South African passport. I do not know why. For border bounce you have to check with the companies in that area, they would know best. I can tell from Bangkok you can go Cambodian border without problem (just avoid POI PET). Kanchanaburi border will not stamp SA, however I can not speak for Mae Sai. All border with Laos are OK. Coming to next part: Visa application: Thai Embassy and Consulate in Laos can issue Visa to SA and in Malaysia at Kota Bharu. Other places in Vietnam, Malaysia (Penang/KL) and Yangon do not issue Visa for SA. Last point the SA Embassy, take ages to get new passport or get documents certified. Very last point: if SA apply for an informal ED Visa you will have to show Police Clearance report and must have a valid story of why you wish to study Thai. Best would be to sign up at a real University to get real Study paper.
No, but suddenly Thai Immigration said they were told by the counter part on the hill top no more South African, may be because it is not an Official border. But some other countries they also refuse, like Russian or countries close by, no idea why.