Do not apply for your retirement visa outside of Thailand.
I understand that you want to be covered by health insurance anyway, buts it’s much better to be able to choose health insurance providers from every company in any country than be limited to the 14 approved thai insurance companies and their incredibly restrictive approval criteria.
There is NO BENEFIT to applying before you come and many disadvantages.
This is actually the preferable Visa scheme to stay in Thailand for those over 50.
You can still have health insurance, but you are not required to (yet). You can choose any insurance company (or international health insurance) and you are not limited to one of the 14 approved thai health insurance companies and their potential exclusions and denials.
Getting the OA from the thai embassy before coming precludes this more desirable method.