Yes this is very annoying. I had a 4-segment trip on MH late-Nov/early-Dec last year SIN-KUL-HKG-KUL-SIN. Three of the segments got credited the week after that but the 3rd segment (HKG-KUL) was missing. Waited for about a month and filed a missing miles request. It has been sitting as "Processing" for 3 weeks now. I hope it won't get changed to "Reject".
This makes me think again if I want to fly MH if I need the club miles a couple months close to renewal.