I know I have to file a TM30 when I return from international travel. Do I have to do it for travel within Thailand? If I go to stay in a hotel in a Chiangmai do I have to file a TM30 when I return to my condo in Bangkok?
You should ask them when you submit your 1 year extension application. Or they will tell you at that time. If no one knows now then you just have the money in the bank for when they figure it out. If you are using Immigration in Bangkok you have nearly every bank branch there to provide whatever documentation you need when you need it.
If I understand you correctly you are currently in Finland coming up to the end of your first year of an O-A visa. You cannot get a 1 year extension outside of Thailand. You can get a new O-A visa. Same process as before. Or, as others have said, you can enter Thailand before the end of the 1st year and get stamped for another year.
When you eventually get to the point of applying for a 1 year extension then you have two options. You can used the banked money method. They want to see 800,000 baht in a Thai bank and they don't care about your pension letter or where the money came from.
If you want to use the monthly income method then they want to see money deposited in a Thai bank every month and you have to be able to show that the money is of foreign origin. I don't think they care about your pension letter or where you get the money as long as it comes from outside Thailand into a Thai bank.
I think when you apply for an O-A visa in your home country the pension letter may matter. I don't know about that. You already did this last year. The thing is that the requirements for getting a visa outside Thailand are slightly different than getting a 1 year extension inside Thailand. Outside Thailand you are dealing with the Ministry of Foreign Affairs. Inside Thailand you are dealing with the Department of Immigration.
You cannot be taken seriously if you only want to study Thai language a couple of hours a week. That would be the definition of a visa-mill school. If you want a real school then go to Duke Language School on Soi 13.