Can I apply for a new DTV visa in Indonesia if my first application in Malaysia is still pending?

You don't have to stay in the same country. I don't recommend you reapplying but if you apply in Malaysia and leave to Indonesia it won't matter. I've spoke to agents about this. I've also had friends personally apply in one country and then travel to other countries while it's being approved.

You need to remain in the country you applied in until the process completes and you hear back. If you don't you risk your application being rejected. You also can't apply again from somewhere else while you have a current application being processed

Yesterday you asked about flying to Thailand whilst visa pending approval/refusal… now it’s Indonesia.

If you make another application while this one is ongoing, they will see it.

If you’ve already supplied all the relevant documents required, just hold out for a decision before submitting again, anywhere else.

You should wait and see if your original application is approved or rejected. It might still be approved even if you have left Malaysia.

Unless you are asking because you 1) Were asked for documents you can't supply so know you can't meet the requirements of your application or 2) Already left and are now asking after the fact.

It's highly likely the embassies can see all of your applications from both the past and current. They might not allow you to file a new application for a visa if you have an open application with another embassy.