Amazon US does ship to Malaysia but... bear in mind the risk of damage during shipping. My personal experience in shipping HDDs since 2019:

Domestic Amazon USA shipping + hand carry back to Malaysia: 3x 16TB Seagate Ironwolf = all ok
International Amazon USA shipping to Malaysia: 2x 16TB Seagate Ironwolf = both DOA (dead on arrival)
International Japan shipping to Malaysia: 2x 16TB Seagate Ironwolf = 1 ok, 1 DOA

I believe the drives were damaged during international shipping even with Amazon's usually very good packaging. So beware.

Following this experience, I don't plan on shipping HDDs from overseas anymore. If I get to travel to US for work anytime soon, I would order from Amazon and hand carry back. Otherwise, I would stick to SSDs for international orders.