i reckon you have to be in kl to get your mm2h visa stickers in your passports, you can travel on a visit visa(if you need a visa) and then get a journey performed visa (charges apply) which is done at the same time you process your mm2h visas
i hope you have applied directly to mm2h rather than those expensive mm2h agents
i dont think you would face a problem getting your mm2h if you have followed all the mm2h requirements