The current license for Macross Frontier is pretty restricted to Japan, the license does not even extend to HK. That is why you don't see Bandai Asia (HK) selling Macross Frontier toys. Having said that, if you want to buy the original DVDs or Blue Rays, you have to buy the Region 2 DVD or Region 1 BR from Japan which unfortunately does not have English subtitles.
As for the Malaysian dvds, they are bootlegs as the manufacturers does not have the license to produce the dvds.