if you've never contributed under section 33, you can't change to section 39. Section 39 is the voluntary SSO which keeps your health benefits even after you've retired. But you need to pay yourself every month.
because all private insurances will increase premium when you get older and some even kick you out when you're too old. SSO cost THB 430 a month until you die if you want.
You have to be employed under section 33 for at least a year or more (not 100% sure about the time) then you can change to section 39, provided you have a permanent address (yellow tabian baan and pink ID card). As a director, you cannot be employed under section 33. If you have a person you can trust, let her/him be the director for a year and you be employed as a manager.