Sucks that this happened to you - but yeah. Personal account.
Company funds aren’t actually your money in the same way - it’s owned by the company and has a whole heap of tax related hoops to go through before it’s yours. I feel your frustration but they’re correct in the government bureaucrat way
If you need proof of residency in malaysia then you’re not going to get it with a visa waiver entry.
I’ve not applied for that particular visa there - but have run into similar problems applying for Thai visas in malaysia. They generally only serve Malaysian residents