The best one that I found was Alfa Mart-Indonesian Grocery in Karama. Its not Malaysian but I got nearly everything that I wanted.
I would love to hear if anyone knows of a better shop.
Unfortunately Lulu's was not good, they had absolutely none of the products I was looking for.
So I tried googling "Indonesian" as an alternative and I found 2 shops in Karama. One was a useful shop & called Alfa Mart-Indonesian Grocery. Its on 8B Street, Karama. Its small and although its not Malaysian, they did have everything I was looking for including fresh Pandan leaf, Balacan shrimp paste, various curry powders etc:):)
I have another place to try called Indomart which is on intersection of Abu Hail Rd and Al Rasheed Rd.
I hope this information is of help to others seeking Malaysian ingedients!