Fast boat to Koh Lipe and then Ferry to Langkawi.. Spend a fee days in Langkawi and then Ferry back to Koh Lipe.. Check back in and travel to wherever..
Tell them you are staying 1 month and not sure if you're going to vietnam etc after the 30 day visa runs out... I've never had an issue and I've flown in and out of Thailand 8 times now since last October. Get a bus ticket for 10 dollars that take you across the border to whatever town you pick outside Thailand...
It's Asia mate get used to it... I married a Thai woman and found out she used to be a man.. I can't divorce her now cause her family own a good restaurant and the foods nice.. I sadly realised 4 weeks into the marriage when I thought this didn't feel right.