Hi there Victor !
I will answer that for you.
1.Frostmourne in Malaysia has some peeps playing there,And some In thaurrisan and in tichondrius for horde found some even in Jubei Thos.To answer your question which server has the most Malaysian is quite hard to be honest,since everyone is quite scattered.Mostly they play with real friends and stuff.
2.Yeah,actually there are tons of Malaysian players,mostly play with foreign guilds or merging with singaporean/indonesia based guilds.And i think some of them are playing in taiwan server because of the good latency there.You can search for some of the Malaysian guild that I know off such as Escort (Barthillas) , Kopitiam (cant remember which server),Ace thaurrisan and even you can search for my current guild Actus Reus (Gundrak)
3.My guild is,I hope so .
http://actusreusmalaysia.enjin.com/home
This is the current guild Im in right now as one of the officers,you can find all of our info there..Like raid times,what class we need right now and stuff.Hopefully you can found yourself a place you can call home in WoW,for me..Actus Reus is my home.