PR status is just about impossible in Malaysia. Even under 'Malaysia My Second Home' you are not allowed to work as this program is aimed at retirees.
Even if you marry a local, convert to islam...maybe 20 yrs later you may be able to apply. However if you have a local wife and she sets p a company you might be able to get thru that way, but would cost a lot of coffee money!
I would not say Indons get it easily, hundreds are deported every week!