Expedia (Malaysia or otherwise) is not a fly-by-night type operation where the ticket may not always booked immediately: you will get a ticket number / 6-digit PNR for MH within a few minutes and can confirm it on MH's "Manage my Booking" system once received.

I have use Expedia (+ Orbitz / Travelocity, all under the same umbrella) since 2000 and Expedia MY in particular quite a bit in the past few years (>30 bookings in 5 years?) and have only had one significant issue: Expedia SG added middle name twice on a ticket without my knowledge due to internal logic - they did fix that instance and also adjusted their booking logic so that behavior doesn't occur anymore.

Having said that, there could be issues if you might need to change the ticket (which, on a N/ O / Q ticket, is just about worthless...) as passengers are requested to go through their travel agents, but airlines usually will agree to work directly with a passenger on anything with a travel date in the near future.