Visa for entry from Vietnam, then to Cambodia and then to Thailand.

You can get a Cambodian visa in advance in China, so it's definitely no problem to enter Cambodia from Vietnam. You may have to tell the Cambodian Embassy at most when you apply for a visa that you are entering Cambodia, and that you are entering from Vietnam.

the second question is the order of these countries, right? Vietnam-Cambodia-Thailand or Thailand-Cambodia-Vietnam is fine, but China and Thailand are not bordered, so you can only fly directly from China to Thailand. I suggest you go to Vietnam-Cambodia-Thailand, because Thailand can get a China passport to landing visa, but if you don't have a visa, you can't leave China (China border inspection won't let you go), but if you go to Thailand directly from abroad, it's no problem. So I went to Vietnam with a Vietnamese visa, then to Cambodia, and then to landing visa, Thailand. This can save one visa.

the visa scheme for flying is the same as that for land.