I'd be inclined to apply for a 90 day Non O visa whilst in the UK. When you get to Thailand this gives you a much better chance of getting a bank account. I did this with Bangkok Bank. You will need proof of address in Thailand. I rented an apartment.
Make sure your passport is stamped showing Non O visa. If it is try again at a different branch. I managed to open an account with Bangkok Bank with that visa and lots of supporting documents