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.
I'm pretty sure you need more than 6 months on your passport to enter Thailand regardless of what visa you have. The airline probably won't let you check in for your flight. It might go unnoticed with a land border but I would check with a visa run agency.