yes, to a developed European country for better quality of life. clean air, low crime rate, health care, less stressful

if I understood TS question correctly, it means still being a malaysian citizen and holding a PR of another country. that is very common.

one will only lose the PR status if he/she is not in the foreign country for a predefined period of time.

Europe is on the up now, so it's booming again after stagnation/recession for quite a long time

To get visa, you need to get a job first anyway.

A country will not simply allow you to migrate unless:
1. You have secured a job
2. Graduated from their local uni
3. Very rich