No such issue. Any console can play any games from any region.

Limitations are
1. Some Blu-ray movies might be region locked. But I don’t think people get PS4 for Blu-ray movies these days.

2. You can sign up for US or Asia PSN. However, if you’ve a Japan psn account, you’ll create a new one(Malaysia PSN) to download dlc for the games bought in Malaysia.

Also, region lock will probably be a thing of the past soon.
Switch is region free. And even cross play between consoles are a thing now.

But for other reasons stated above, no point getting it overseas unless you’re staying there for a significant amount of time.

This post has been edited by LegendLee: Feb 26 2019, 02:48 PM