Allow me to share my experience getting my visa from Kuala Lumpur.
The Embassy only accepts online appointments, and they are difficult to get.
The appointment window re-sets every midnight, so you have better chances booking around midnight. The open the slots 14 days in advance, so if you are looking on the 1st December, the nearest window will be on the 15th December, for example.
However, they also release the booking slots from people who cancel their appointments, it happens around 10 minutes to midnight, so you might get something a bit earlier as well.
Also, as the booking window re-sets on midnight, it does so on a local time. This means that the slots are available at midnight Malaysia time in Malaysia (while it is still 11 PM in Thailand). and for Thailand, they are available at midnight Thai time (at 1 AM in Malaysia).
I guess you might want to use VPN to access the website "from Malaysia" to get the slots earlier, as they go out very quickly, or ask someone in Malaysia to help you out.
KL is my embassy of choice for getting visas (I always do Non-B if that matters though), and this time I was pleasantly surprised at how sweet the embassy ladies were.
I got some grief though for having couple days overstay in Thailand (happened due to the mistake from the company that handled my working visa transfer from one company to another).
Hope this helps those who a looking to go to KL for their visa.