Agent not pretty much help you still need to prepare all documentation for them then they will fill forms DS160 for you. my suggestion is go to fill form DS160 by yourself follow they instructions. it not hard then summit after that booking date for interview (as i heard q for interview it super long right now pls start asap if you can ) visa get approved or not is depend on your fill form and her answer when they interview her .
You need to check with Thai embassy in KL as I know You need to follow this step.
Step1. summit COE first ( the Embassy need to take 3-5 working for Approve)
Step 2.after you get approved book flights (recommend SQ costs~ 8,000 ThB CHANG DATE FEE + DIF HIGHER Fare) then need to buy assurance cover time you need to stay in Thailand 4,500-8,700 for 30-60 days and book Quarantine hotel.
Step 3. You need to upload all documents web
I have no idea about MY pass though. I think you need to prepare some documents before you get out MY too.