I travel to Malaysia about 4 times each year, going again in few weeks. Never had any problems at all with pump or diabetes kit.
Word of warning, if your flying to KL then onwards on an internal flight. Allow plenty of time on your return flight to KL as there are only a few desks for passport control from the internal Malay terminal to the international terminal - I've been held in a queue for over an hour transiting. It has been getting so bad that I'm now avoiding KL and flying via Singapore to Malaysia.
If your flying direct to your destination then should be no issues.