It was my understanding you would have to leave and come back to activate your visa. I have been in a similar situation, where I apply for and get my next visa before I leave Thailand.
You can do a quick border bounce, find a an agent, book passage to the nearest land border, go have lunch, come back (with the correct paperwork), you're done.
You don't have to use a land border, I just find it's easier where I live (Pattaya) to bounce at the border then grab a flight.
I have been told a couple of times, to come back with proper visa.
They always let me in.
The last time (a few weeks ago), they leaned on me, that I should get the proper visa.. This time they seem kinda serious. In the past year or so there are a lot of new and different visa options... I am sure you can find something that will work for your situation.
You can always do what you want. but if the deny you entry at the airport, where you go from there may not be your choice. They could deport you to your home country or they could simply allow you to fly to another country of your choosing.