I have relatives who live in Brazil (from my father's side); they migrated there in the 1920s. They may be Nihonjin in appearance (well some are married to Brazilians now), but their heart and character is more Brazilian (Latino Culture) than it is for Japan. They are Brazilians first, and ethnic Japanese second.
Even the Japanese-Americans here in the 'states -- they identify first with America as they are American Nationals, American Citizens. Last would be their Japanese ethnicity.
The same should apply for you, buddy. You are son of Malaysia first, second should be your ethnicity being Han.