I suppose that it depends on how long you have before your flight from KUL to Borneo.

Arrivals at KUL are into the main departures area so you should be able to go to the main lounges in the satellite where they have the MH First lounge (have never been there as I am not yet OW Emerald). Then there is the MH Business lounge right next door which is big and has a good selection of food.

I gave the CX lounge a try earlier this year and was a bit disappointed (they also absolutely insisted that if I used my boarding pass to enter their lounge I would no longer be eligible for any of the MH lounges which was simply not true).

Then you have the regional lounge in the main terminal which is (as you would expect from the lounge name) the area where regional flights such as KUL-SIN fly. It is nice, smaller than the MH Business lounge but with a similar spread of food and I find the showers there much less crowded (but beware of the slats as mentioned by bisonrav, they mess with your mind).

For your flight to Borneo, I assume that it is Malaysia in Borneo in which case you will (I think but happy to be corrected) go through Malaysian immigration in KUL and then head to the domestic departures area of KLIA. Here you have the more basic MH Domestic lounge which is not as nice for sure but the food is still good - I devoured a large plate of rendang there in the summer.

If subsequently arriving in Sarawak then you will clear Sarawakian immigration there (you will notice that your stamp on entry at KLIA actually excludes Sarawak).