wijibintheair since there are interline agreements between all OW members then you should be able to check-in all the way to KUL. Unlike many other airports the Scandinavian airports are usually well informed of the facilities and functions available to them.

I strongly recommend that you contact the OSL office and ask them.

I have been told by QR that the Transfer desk can retrieve your checked baggage and relabel it to your final destination. I have yet to hear of this actually happening so I would advise caution.