It helps at checkpoints if you have an official form from the Ministry of Commerce, Industry & Tourism that lists all the places you intend to visit in the country (be extensive). For Las Geel, Zeila and all travel east of Burao, this form is mandatory. Get there in the morning, fill in the form, fork out US$25 and it’s issued on the spot. It’s on a side street near Imperial Hotel.
The Ethiopian Liaison Office can issue Ethiopian visas. You’ll need two photos, US$20 and a letter from the Immigration Department Office Headquarters, though this letter is not always required by the Ethiopian officer. The whole process should take less than a day provided you arrive early in the morning.