I think there would be a limit to the amount of liquid you can take onboard and since your not carrying any checked-in luggage, might make sense to just check at the Duty free store at arrivals in the KUL LLCT. Am sure they would be able to guide you on whether to buy there itself or at the next leg PEN.

Since KUL - PEN would be a domestic flight, not sure what duty free options you'd have access to, on landing into PEN.