Welcome to FT!
TK check-in staff should be able to issue BP all the way to Perth. But try to do OLCI on the MH webpage or app. You need the MH PNR No (different from TK PNR No.). You are unlikely to be able to check-in for the last leg on the TK website or app.
If only able to checkin at the transit desks upon arrival at KUL and you are not seated together, it can be solved at the gate or as a last resort onboard. Rest assured that you will end up getting seated together; nothing to worry too much about.