Upvote:4
You will have to pass through customs and immigration as you go from BKI (Kota Kinabalu) to Kuala Lumpur (probably KUL, but could be SZB).
I'm not sure if you'll have to check-in again or if you can get your KK to KL boarding pass where you originated; that may partially depend on who you're flying with and the agreements they have with other airlines.
BKI is an international airport and going from BKI to KUL is a 'domestic' flight (more on 'domestic' later). Same as if you flew from outside Korea, landed in ICN and connected to PUS. Both international airports, but you will pass through customs and immigration at ICN to board a domestic flight to elsewhere in Korea.
Further complicating the issue is that Sabah and Sarawak (the Malaysian states on Borneo; Kota Kinabalu is in the state of Sabah) have immigration policies separate from peninsular Malaysia: If you go from KL to KK you may have to pass through Sabahan immigration depending on nationality.