What are the implications of applying for a new passport while waiting for a non-B visa in Thailand?

I have a question about possibly adding more problems to the issue of being South African and trying get a non B visa: i am going back to SA in April to (hopefully) get my non B visa. While I am there I also need to get a new passport. Does anyone know what the implications would be of applying for my new passport and then using the old one to apply for my visa while I'm waiting for the new one? Essentially I would be getting a visa put into a passport which would be replaced by a new one before I board a plane out of the country. Does anyone have any experience with this kind of situation, and would I be able to leave for Thailand with my unused visa in my old passport? TIA