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Go to the malaysian consulate in the country you are currently in, print the VAL once you can download it and bring it with you.
I live in saudi arabia and they told me they also need a copy of my passport, a copy of resident identity card, a copy of exit-reentry letter as well as a copy of my ticket to malaysia. It’s better to go to consulate first to know what you need to bring with you or phone them.

I hope i helped 🙂

Congrats