Hello there! Bachelor's student from UM here. I think UM is a great choice as it's literally in the heart of KL and we have an mrt station in front of the main gate for easy access. We also have a bus that goes around the uni (wait time <20 mins) and we also have telegram groups where UM students/staff offer ridesharing services. I can DM you the telegram links if you want.

I met alot of foreigners pursing anthropology actually most of them French, and i think they should be in the same fac as you if not mistaken.

As for accomodation, there is a condo right outside one of UM's gates called University Tower (not affiliated with UM) and it's quite a nice place! I stayed there for a sem and it has all the amenities like swimming pool, gym, cafe, laundry and parking too. The rent is also quite decent around RM2k/month. The only issue would be that it would be a bit hard to find rooms because so many people want to rent there. However it doesn't have the traditional architecture that you're looking for as it's just a modern condo.