sounds like you were able to open one on a 30 day tourist entry then? It was never the case that every bank/branch would do it, you always had to find the one branch that was good (or use an agent). TM30, passport, residence form from immigration is totally standard and same as what was required 10 years ago.
I don't get people saying it's impossible, and then saying, well they actually did it... yes you need the documents,
bulking bank account is something UK visa officers specifically look for to deny a visa. They want regular income that can be explained with a job and that shows a connection to Thailand that they'll be coming back for. Irregular transfers from someone else with the purpose to get the visa they call "funds parking" and it's a red flag they will specifically deny for.
they can ask for the proof anywhere, it's just a question of how likely that is. That depends on border and also the history/nature of the border bounce. I'd guess first bounce on a METV with no history they probably wouldn't ask but anything is possible. It's possible Air Asia might want a return ticket but unlikely, you can check in online for KUL and you don't need to go to check in, they didn't ask me anything a few weeks ago.
I would tend to trust a border run company as to what is required at the specific border they use as they do this every day and they will know what the deal is at the specific border they go. I would not be overly concerned about Myanmar from the civil war perspective, these border bounces you step a couple of meters into Myanmar (if that) and go straight back out. There is a war there but I don't think border bounce is a problem from that perspective, as long as the border is actually open (the Myanmar border nearest here in the North has opened and closed, depending on the situation). Again, visa run company will know and if generally if they say they can do it for a price they will do it.
There is generally less risk with land border runs.
You can do a straight turnaround in KL, I did one recently with 2 hours turnaround (only option for a same day return from Chiang Mai) and that's about as tight as you would want, 1 hour he wouldn't make it. It was 30 mins queueing just to get stamped in to Malaysia, and I don't think that was a bad day. Then KLIA2 is HUGE and there is a lot of walking to get back to departure, like there are signs saying 10 mins walk to X and when you get there you find another sign saying 10 mins to the gate. 2 hours is doable, not risk free but doable. If you want to book with shorter than a 3 hour turnaround, you need to do separate tickets, Air Asia won't sell you a return with less than 3 hours.
and while most of Thailand outside Bangkok is a bit cheaper, personally I would think $3,000 is "enough" for a comfortable retirement in Bangkok. Medical costs would be the only question, if they are covered with insurance outside of that, definitely.
Chiang Mai is great most of the year if you can go somewhere else March and April, take a holiday and go south. March and at least the first half of April the pollution is really terrible but most of the year it is better than Bangkok. It's also significantly cheaper, although you can live almost as inexpensively in Bangkok too, it's more that there are more things to do and spend money on in Bangkok. CM attractions are more the nature around it and that's free. As a general rule, if pollution is a critical factor, the south and islands are much less polluted on average, to the point it's not really much of a consideration anywhere south of Chumphon or so. Can still have bad days but you don't get months of it like in Bangkok or the north.
they don't necessarily know if you have been back to your home country or not. Many countries don't stamp. They may ask this but they are probably going to be more concerned about the time in or out of Thailand. Leaving it over six months since your last trip isn't a guarantee but it may help.
If you are carrying them with you personally on the plane you are very unlikely to run into customs issues. Most portable players, even most DVD players of any type will be dual voltage and will work on the electrical system but best to check that, it should be on the power adapter or near where the plug goes in if not a portable player. Look for something like "100-240V