You can use the lounge in KUL because it is also an arrivals lounge, so that shouldn't be a worry. I would definitely keep checking to get the last leg, it's kind of surprising that it wasn't available -- even in coach for a short hop.

MAS biz class is nice, but if you are looking for the legroom like in NW, it's not there, though the seats are more comfortable (minus leg room and recline) and the food & beverage are better. I booked first with MAS just to try it out, and because I'm taller. It's a shame they are going to upgrade their cabin later in the year, after I've already flown. I guess I'll have to go again!