Company dont want to cancel EP

Hi, I have resigned from my current company and I am serving a notice period of three months here in Malaysia. I am currently on a month and a half notice period but my next company outside Malaysia is dragging me to come early. I have 18 days of leave balances in my current company but they dont want to deduct it from my notice period. If at all i decide to leave early, do I need any documents to exit Malaysia or can I just take a flight outside the country with no issues?

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