Going from CNX to Vientiane next week for my 1st ED Visa.

I will be flying to Vientiane with a layover at DMK Airport as I found a convenient ticket in terms of cost & duration.

On my way back I plan on going Udon Thani via terestrial border in order to avoid Bangkok.

Maybe I am just paranoid but do I risk anything by leaving the country from DMK airport?

My history is 3 SETV visas this year; on the last one i got the blue saying "The holder of this passport travels to Thailand under a tourist visa several times which may result in the refusal of a visa in the future" - that's where my concern comes from and I want to be aware if there is any other stamp or something they can issue when leaving the country that can make it more difficult for one to get a new visa or to enter the country in the future.

If there is any risk involved I would change my plans and exit via Nong khai.

Many thanks!