@Ke***
they can ask for the proof anywhere, it's just a question of how likely that is. That depends on border and also the history/nature of the border bounce. I'd guess first bounce on a METV with no history they probably wouldn't ask but anything is possible. It's possible Air Asia might want a return ticket but unlikely, you can check in online for KUL and you don't need to go to check in, they didn't ask me anything a few weeks ago.
I would tend to trust a border run company as to what is required at the specific border they use as they do this every day and they will know what the deal is at the specific border they go. I would not be overly concerned about Myanmar from the civil war perspective, these border bounces you step a couple of meters into Myanmar (if that) and go straight back out. There is a war there but I don't think border bounce is a problem from that perspective, as long as the border is actually open (the Myanmar border nearest here in the North has opened and closed, depending on the situation). Again, visa run company will know and if generally if they say they can do it for a price they will do it.
There is generally less risk with land border runs.
You can do a straight turnaround in KL, I did one recently with 2 hours turnaround (only option for a same day return from Chiang Mai) and that's about as tight as you would want, 1 hour he wouldn't make it. It was 30 mins queueing just to get stamped in to Malaysia, and I don't think that was a bad day. Then KLIA2 is HUGE and there is a lot of walking to get back to departure, like there are signs saying 10 mins walk to X and when you get there you find another sign saying 10 mins to the gate. 2 hours is doable, not risk free but doable. If you want to book with shorter than a 3 hour turnaround, you need to do separate tickets, Air Asia won't sell you a return with less than 3 hours.