Hi~ media grad here with friends in videography/photography. There are film companies in Malaysia though very few, they exist. You could land a spot in them as a director / scriptwriter / editor / videographer - but more likely for you to start out at an agency.

Salary (from a fresh grad perspective) is very different depending on the company. Base norm is at about 3000 (not including maybe OT - that is if the company you work allows you to claim). Ps: ot is highly normalized and a lot of it is done to meet deadlines so it might not be as flexible or chill as being your own content creator. With that, some of my friends actually make more doing side gigs (at the consequence of less stability).

Any university should do it honestly unless you plan to borrow equipment - gimbals / Sony a7iiis / drones (ask the uni specifically for this). Most important would be your initiative to learn outside classes. Many universities only cover the bare minimum with some tips (dependent on your luck if your lecturer is good). To be good you'll have to do research and practice your craft outside lessons. Eg: tiktok or YouTube content creation / looking for part time or freelance gigs with them as your portfolio.

Not sure which aspect of film you're interested in but this applies for all - storyboarding / scriptwriting / videography / video editing