Malaysian restaurants in Chicago area?
Malaysian food doesn't have a strong presence in Chicago. The only authentic one I've seen was in Chinatown (Panag). But that place closed down. There is another Panag in Arlington Heights - it's also pretty good, and it's a nicer dining environment. Asian Noodle House in Hoffman Estates, though a Pan-Asian joint, also has good Malaysian/Singaporean dishes. I believe the owner is either Singaporean Chinese or Malaysian Chinese, and I've seen people requesting laksa with success, even though it is not on the menu. It's more hole-in-a-wall, and it's cheap.
For groceries, I would try supermarkets in Argyle (such as Dai Nam). It's a diverse South-East Asian neighborhood, so it might take a little hunting-around to get what you want. For example, there's the concept of "belacan" in many Asian cultures, but it might be called something else in another language. Perhaps figure out the English translation for the ingredients and go from there. Supermarkets in Chinatown will be your next-best bet.
Good luck and welcome to Chicago.