if you have no visa history in Thailand the Thai Immigration, most likely, will not ask. However the airline at Check in, most likely, will ask for ONWARD travel ticket, as they do not want to take responsibility in case you denied entry.
you will be send to the holding room at Airport, THB800 a night. In the meantime airline will fix your flight. It is up to airline and the countries to where they send or which country will accept you. Immigration has no say in this situation. Once this is settled (BTW passport stay with Immigration til the airline staff send you to check in n than the flight crew keep passport till your destination). All in all a humilitating process as they treat you like a criminal.
you can go OUT/IN within same day, but as Russian you have to avoid some borders. BTW in the South I am not familiar about the requirement to do a border hop. But around Bangkok avoid POI PET/Aranyaprathet.