Ya, weird question,  as most witholding taxes are not entitled for claim, subjected to respective countries ruling (this involves complicated story already as every country tax rules are different)

To answer above question, should be no, from Malaysia existing taxes regulation.

For Malaysia investment side (since the onset of single tier dividend), any income or dividend/distribution that need to have witholding tax, the payor will witheld those amount before distribute to you, so what you get is net off already.
Same with bank interest, if there is need to have witholding tax on the interest, bank will witheld those amount in the first place, before giving to you.

For capital gain on Malaysia investment, Malaysia doesn't practice capital gain tax whether it is resident or non-resident, except RPGT.
So, you need to look at your country tax regulation, whether they have tax on capital gain on foreign investment or not, or any exemption on double tax treaty etc.
If you are A country tax resident, then you follow A tax regulation.

So, you need to look at your country tax regulation, whether they have tax on capital gain on foreign investment or not, or any exemption on double tax treaty etc.
If you are A country tax resident, then you follow A tax regulation.