Myanmar, Laos , Indonesia are still available to apply in person. Myanmar and Laos are appointment system. Indonesia is allowing to walk in without appointment.
To be honest, I am a Penang resident, there is no issue to apply in Penang but as a traveller, your port of entry should be Penang airport upon showing entry stamp.
Previously, KL allowed to apply applicants with resident visa such as work pass, employment pass, Dependent pass and PR which must remain one year validity at least. Feedbacks are very bad. I chose to apply in Penang and obtained it without hassles. Kota Bharu consulate also good. They have already changed to online system. If one wishes to apply in Malaysia, my suggestion is to choose Penang or Kota Bharu.