The Malaysian lady in the shop was quite correct, if you are transferring within the EU you cannot take duty free items into the cabin which have been purchased outside the EU. Here is the wording of the rule...
"If your journey involves changing flights at any EU airport, special restrictions apply. You may only take liquid duty free purchases above 100ml through the security check point at your connecting airport if they have been purchased at another EU airport or in Iceland, Norway or Switzerland, or on board an aircraft operated by an EU carrier or a carrier of Iceland, Norway or Switzerland. You will need to show proof of purchase to demonstrate this. Liquid purchases of more than 100ml bought from other airports or on board other airlines may only be carried as checked in baggage on the connecting flight."
No reason is offered for the regulation and this rule appears to be ignored in certain EU airports....