- Just in case you need to go to Laos from Khon Kaen, you can take a train to Nong Khai for less than 100b and walk to the border from the station. If you need a Laos visa, change your baht to US$ first and you will pay $30-35 - considerably cheaper than 1500 and do the same on the way back
the border closes at 10pm and can only be opened after that for medical emergencies. What can happen, Laos being Laos, is that the visa on arrival guys knock off early because they feel sleepy and if you rock up at 21.45 you might find the visa on arrival window is dark and a couple of beer Lao bottle caps lying around on the floor. I agree with Tod, your plan B sounds better
In terms of embassy choice, I'd suggest Vientiane. Cheap and easy to get there, usually a 2-day turn around, cheap and nice to stay in the meantime while you wait...
Right, you want to pick up in the afternoon and get to a Nok air flight from Udon at 6? That can be done one of two ways:
1) You get to the consulate well before 1.30pm and get it exactly at 1.30 and get straight to the bus station (at Talat Sao) and you get the 2pm bus to Udon, which gets to the bus station at 4.15pm and you get straight in a tuk tuk and you get to the airport at about 4.35pm, or
2) You find some taxi guy in Vientiane who can drive you all the way to Udon airport. This will cost you at least 1,000b. If you miss the 2pm bus, this is your only option....
You can also make it from the bus that arrives at 9am, but there are a few caveats to that - a) the bus would have to be on time (not by any means guaranteed), b) you'd have to avoid any faff at the border. It's usually hassle free, but there can be long queues on the Laos side, c) Once in Laos, you'll need to take a taxi straight to the consulate, which will cost you 300b. However, if all of the above works out, there's no reason why you can't make it to the consulate for 10.30. I think they stop accepting applications at 11.30, but someone may correct me on that.