/u/pangerandipanagara has previously answered Before the advent of modern travel, did all Muslims really seek to carry out the Hajj to Mecca? How about far-flung territories like Indonesia?
/u/khosikilu has previously answered How did Medieval Muslims living in places distant from Mecca, like China, Indonesia and Sub-Saharan Africa manage to perform the Hajj?
/u/WelfOnTheShelf has written about pilgrims coming from al-Andalus in the opposite direction but the answer is well-written and informative.
I look forward to reading a new answer about pilgrims specifically from Malaysia.
EDIT: The third link should now go to its intended destination.