You will be stopped by AK check-in agents and KUL immigration. You cannot transit another country (in most cases) without a valid onward connection and you don't have one.

I don't think LH @ KUL can issue a BP for you even if you had a confirmed ticket because you're not traveling KUL-BOM on LH. And there is no way to get an electronic BP because the Indian govt. doesn't allow you to do that for international flights - forcing you to get your documents checked by the airlines check-in.

You will have to go landside. Check if you're eligible and apply for a e-visa.