This is rarely checked at the immigration, but you might risk that your airline will ask for it at check-in in Sweden as they’re responsible for that passengers fulfils formal requirements for entering Thailand. You could call your airline and ask for their policy regarding this, but the best and safest would be to plan and purchase the ticket before you leave. Personally I would not have gambled with this as you never know and some airlines are quite strict regarding this now, as you as an example see on Finnair’s website.
You can enter on a 60 days visa exemption and do a 30 days extension at your local immigration, leave and re-enter on another 60 days visa exemption.
Be aware that’s it’s a formal requirement for visa exemption that you’re able to show proof of an onward ticket within 60 days even though you plan to apply for an extension later. Also when you re-enter Thailand.
So if you use visa exemptions for this stay, the best might be to buy a ticket out of Thailand within 60 days before you leave. Spend a couple of days in a nearby country and re-enter on another visa exemption with your return ticket back to Europe.
If you want to cover your whole stay with a visa you could apply for a six months multiple entries tourist visa before you leave, but you’ll still need a trip out. The one year Non O-A visa could cover all your stay, but there are several requirements and you should be fine just using the visa exemptions here.
If you don’t have a bank account in Thailand you’ll might need to get an agent to help you. You’ll need 15-21 days left on your current stamp to apply for a Non O and you’ll need the required 400K baht in your bank account at date when you apply. You’ll also need to provide documentation for your marriage. For the one year extension of stay you’ll need to have the 400K baht in your bank two months prior to the application. This is as an example the requirements for a Non O based on marriage at the immigration in Chiang mai just so you have a clue, but I advise you to get handed over the list of requirements from your state immigration before you apply.
This is as Brandon states only a six months multiple entries tourist visa which gives you 60 days upon each entry within six months, -NOT a one year Non O-A visa.
If you have a Mexican (or Canadian) passport you’re entitled to a 60 days visa exemption and free stamp upon arrival. Your previous travel history seems quite clean, and nothing indicates that you’re not still just a genuine tourist.
Be aware of that’s it’s a formal requirement for visa exemption entries to show proof of an onward ticket within 60 days regardless if you plan to apply for a 30 days extension.
Better to take your earnings yourself then maybe? It’s just the first year for five months you have to tie up 800K baht to play by the rules in Thailand and get a legitimate stay. For all the coming extension of stay you’ll need to pay your agent what they charge to do illegal bypass instead of the 1900 baht fee and something you easily can do yourself in 30 min.
Formally you’ll need a ticket out of Thailand within 60 days when you re-enter on another visa exemption. Some of the airlines in Vietnam are known to be quite strict regarding this.
I don’t know when you have your return to the UK if that’s the case, but the requirements are an onward ticket out of Thailand, never a return ticket.