Thank you for the comments - highly appreciated. I'm indeed on MH603.

Last year the check-in agents at HKT had no issues checking my bag to final destination with a TK ticket from KUL (MH HKT-KUL and TK KUL-IST-CPH) - admittedly it was TG agents on behalf on MH and we all know how good TG agents are at checking bags to final destination when on separate tickets. Hence my question whether MH check-in agents at KLIA are lenient in the same way or more strict/tend follow the rules quoted above.

Anyway, even if it is a "No go" it shouldn't ruin anything and still have plenty of time to make it to check-in for my BR flight