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With Vodafone UK roaming js only meant for short term usage @rafael_vr
This official Vodafone UK help page explains costs etc > vodafone uk and travelling-abroad costs , advice and information.
Just type in the countries name in the search bar in the above link.
Check that your phone isn’t barred for use abroad using the My Vodafone app or My Vodafone online.
Also please check that the phone your using has the bands and frequencies within it that will work on the Malaysian Mobile Networks.
The gsmarena online site gives info on what bands etc are in a phone and then Google for info about the network your intending to roam on to find out what bands they use.
If your using a newish phone then hopefully you'll be good to go.
Also look into how your going to top up the credit while your abroad.
My advice is to also have your phone unlocked to all network's if it isn't already before you leave the UK just incase you need to use a local sim card.
Current Phone > Samsung Note 9 _512Gb > Model: SM-N960 Hybrid-Duos.
Samsung One Ui / Pie.
Samsung Gear s3 Frontier Watch.
When I was in Malaysia last summer, I was able to use my Vodafone UK account for £6 per day however the daily rate doesn't apply to prepay.
You can pick up local sim cards quickly, cheaply and easily when you arrive. Just make sure your phone is unlocked. I used a Digi sim card. Good coverage, fast 4G and so on.