I read a story online a couple of weeks ago - people decided to bounce on their own, but were turned around at Padang Besar crossing and sent to Satun / Khuan Don (which worked just fine, zero hassle from the officers)
Getting your visa sticker in Bangkok is definitely the easiest option, takes a couple of hours at BOI One Stop center (Samyan MRT), plenty of appointment time slots are usually available, it's pretty much walk-in. Get a Thai banking app ready as they only accept QR payments