So I ended up going to Lowyat and spent a good 2 hours there going from store to store to see who could price out my rig as close as they could to the online prices. 

Went to TMT, Viewnet, All IT Hypermarket, C-Zone, PC Image, and one more  I forgot which one.

All were able to quote but at least RM 300-800 more than what I could get online.  Though some of them listed out the prices line by line and I asked whether I can buy individually.

Only Viewnet let me pick which ones I wanted whereas the rest said it's a package deal. 
Only restriction with Viewnet is that I had to buy the CPU/mobo together, not a problem for me since I'm looking for the whole PC.
So 4 out of 8 parts I was able to pick up today, the rest I've just ordered on Shopee (since you guys recommend shopee more).

Coincidentally, the 2 out of 4 parts I picked up today were parts that would have taken 10+ working days to get to me, so provided I get my parts next week I can start playing games a week earlier 
Thanks for the advice all, from the much grateful foreigner