If you plan to live ongoing in Thailand, personally I would do a single entry Non O based on marriage and subsequent annual extensions. You would also require a multiple reentry permit.
You can obtain that in nearby consulates such as Saigon, Savannahket etc.
You could also just enter Thailand visa exempt and obtain Non O at Thai immigration.
Note: Saigon requires an appointment.
Assume you have a Thai bank account.
Process outlined in this thread with other links.
https://aseannow.com/topic/1315828-visa-exempt-to-90-day-non-o-spouse-visa-conversion-in-thailand/