I edited my original post and to the two questions here:

1) I don't care about checked bag fees (I can expense them if needed/ DM on DL) and for all flights; I'm in economy.
2) Typo on the connection -- I am indeed in INC for 7 hours.

My concern is simply ensuring my bag makes it to KUL (from PHX) and the question of whether to check all the way to KUL from PHX knowing there's an airline switch from KE to MH in INC.