It's a route I've travelled a few times. I always consider cheaper hubs such as BKK, KUL or even SIN, paired with an add on with Air Asia
et al.
MH has stonkingly good deals out of KUL: recently did KUL HAN KUL for around £70.
I'm also happy to start my journey outside the UK if the tax, and other savings, make it worth it.
From the stark options you present I'd opt for the cheapest, QR; or the easiest and most comfortable, VN. Only you know the value of the additional miles to be garnered from BA.
If you intend to stay with AZ's programme, there a very clear advantage in opting for the easier, cheaper, VN journey. Not clear why you'd status match to AZ if you don't intend taking advantage of that status in exactly such situations as you face. But that's another dilemma only you can address