The more well-known government scholarships (or those provided by government-related agencies) in Malaysia are:
JPA Scholarships (check out https://www.jpa.gov.my/pelajar/program-penajaan) e.g. Program Khas Lepasan SPM Dalam Negara, Program Khas JKPJ (Jepun Korea Perancis Jerman), Program Penajaan Nasional, Program Dermasiswa B40 and Program Ijazah Dalam Negara (PIDN)
MARA Scholarship
Bank Negara Scholarship
Khazanah Scholarship
Yayasan Peneraju Scholarship and Financial Schemes
Penang Future Foundation
For more details and links to some of these scholarships, do check out this article about SPM scholarships: https://unienrol.com/article/scholarships-after-spm-to-study-overseas-or-locally