I've finished my trip and wanted to put some info out there to travellers in the same boat. I used my foreign passport to leave and enter Malaysia. Immigration control went through smoothly. No questions (as of yet), about the "place of birth" as it's my first time travelling through.

I figured the passport stamps wouldn't add up in the Malaysian passport, and like other advice that has been given here, I'll travel on the foreign one and only use the Malaysian passport to return and have it renewed locally.