Just check Lazada (or shops) for some normal leather boots. They'll do fine. You don't need overspecialized footwear unless we're talking about the Artic or Antarctic.
Leather boots + thick socks (I highly recommend pure wool) are comfy enough.

Best option is of course to buy winter clothing/equipment when you're there. Better pricing (depending on which shop you go), better selection and choices.
Don't make the mistake of buying all your winter stuffs in Malaysia. Bad move.

Normal leather (or pseudo leather) boots have some water resistance but as the leather dries out from age (or factory did not do any leather waterproofing treatment), it tends to get wet & damp.
To keep them tip-top, worthwhile to invest in water proofing/water repellant or wax sprays. Just Google for it. e.g.

https://www.wadinglab.com/best-waterproofing-spray-review/