It will depend on availability on the day, but you can also use Finnair, Malaysian and Sri Lankan. First class availability is rare on MH and AY and UL don't offer it at all - and availability tends to be better on MH's lunchtime departure from LHR. I prefer to avoid lunchtime eastbound long hauls, because you end up wanting to go to sleep about 10 p.m. UK time, which only gives you a few hours at best.

Royal Jordanian also fly to KL (this was news to me!) although it is their older A330 product both ways.

In terms of the best business class product, I'd rate them as: QR - CX - BA - MH (not flown Finnair, Sri Lankan or Royal Jordanian but would probably rank AY above BA, UL above MH, and RJ bottom if asked to choose one). However, timings and connections matter and I've only ranked them on the product.

QR business is very nearly as good as BA First, and CX runs QR close. That's also the only first-class product I've flown but I suspect that CX and QR's first class products are better - but probably not so much better as to justify a connection that takes hours out of your last day in the UK or first day in the region.

If you're using a companion voucher, etc., then of course you're constrained to BA - which really isn't a bad place to be up the front, especially given the fact that you'll be on a non-stop flight.