Malaysia is officially a carnet country, but they seemed all but strict about it, in fact we probably could have entered with our bike without a carnet, because no-one seemed to be interested about it at all. We actually looked up the customs building, and found the officials, who then stamped it appropriately, because we didnt want to risk having trouble later on. They didnt even bother to come out and see the bike! This was on the main highway between Thailand and Malaysia.
Havent tried, so I dont really know, but doesnt sound like a good idea to make a u-turn, before you´re stamped into the next country.