If you are switching from another visa or extention of stay to a retirement extention of stay it must be in a Thai bank. If you are applying for a 90 Non-O visa in the US it depends on the embassy. Some ask for proof of money, some don't
the US embassy doesn't issue a letter. A friend was able to do this is Pattaya with a years worth of statements from his thia bank account showing money coming in from abroad by ACH transfer
Your only 2 options are to have the 400k baht in a thai bank seasoned. Or show proof on income deposited to a thai bank. They can ask for anywhere from 3 months to a whole year depending on the IO. The money will have to come from abroad if you don't currently work in Thailand
If you want to use an agent, no problem. Depending on where you live it can be a pain in the ass to do it yourself. That price quoted is crazy. For the 1st time a reputable agent should charge no more than 55k-60k baht
They consider that a pre-existing condition here in Thailand. They know you will get it at some point, so 99% of insurance companies here won't cover it.