Upvote:3
Can't help with the Thai Embassy in Laos requirements, as each Thai Embassy does things a little differently. You might try perusing the Thaivisa.com forum, as there are numerous threads regarding obtaining visa in SE Asia for Thailand, plus plenty of knowledgeable expats to answer your post.
The 20,000 baht rule is randomly enforced. I have seen folks asked to show the cash at both airports and land crossings. Most have been people that were slovenly dressed by Thai standards, worn out pants & tanktops, dreads, barefoot, etc. Dress neatly and you will likely pass straight through. Also flashing a couple of major credit cards helps if you do get asked