Visa to conduct fieldwork (independent student)

Hi expats!

I'm a Danish anthropology student looking to do my 6 months of fieldwork in Kuala Lumpur, Malaysia.

I'll be travelling as an independent student (i.e. NOT in association with any Malaysian educational institution) and I'll not be working/earning any money while I'm there. My income will consist of funding from my home university in Copenhagen, Denmark.

I've been in contact with the embassy and they say I need a local sponsor which to me is quite confusing - who is this supposed to be?!

Any ideas, thoughts and tips on how to either
1) get a local sponsor (who WON'T influence or own my fieldwork process while I'm there) 
2) find a way to get around this

... is MUCH appreciated! Thank you.

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