Oh sorry see it's one booking but different airlines but still think that domestic flight will change things as far as Covid tests/entry to Thailand. Don't know if your bags would even be tagged all the way through. I'm not an expert though but just pointing out some things I think you need to look into...also if any of these flights get cancelled or delayed along the way what happens?
You also have flights within Malaysia so not sure how that works as you are not just landing at one and transiting out of county but rather flying domestically. It would change things I think if you have to clear immigration. Not sure if that's allowed or not. Probably have to do a little digging to find out.