No problems. At check in counter in USA the airline might ask for your return ticket, other than that you will be OK. I am not familiar with Vietnam visa, but for Cambodia you will be fine( visa on arrival USD30.-).
again, it is always in the hands of the IO how they judge. You did nothing wrong on your part, the IO might feel that you do it not correct (in her eyes). Better to avoid that border and might follow her advise n use air for OUT/IN. Or another border near you.
due to unknown reason the Thai Embassy in Pretoria has written on the visa that this visa is for tourist purpose and future visa of any type need to be obtained from home country.