This is what my friends who have 2 passports, one of which from a country that forbids dual citizenship do (Indonesia, Singapore, Japan, Korea, etc), applied to your case:
- When leaving the US, use your US passport at the airport.
- When landing in Malaysia, pass through Immigration, and use your Indonesian passport, get a nice fat stamp in. Malaysian Immigresen officers being sometimes nosy, they might look at your Indonesian passport, your lack of US visa, and ask about that. Show them your US passport. They might not like it, but it's not like they can do anything about it.
- Stay a little in Malaysia, to establish probable cause. A couple of days or so. You'll have proof that you were in Malaysia, and came "back" to Indonesia.
- When leaving Malaysia, use again, of course, your Indonesian passport.
- Landing in Indonesia, again, use your Indonesian passport. If you are registered with the automated channels, no biggie: nobody will look at your passport. If not, the immigration officer will see a Malaysian stamp, boleh. And register for the automated clearance...
There are in a few countries, including Indonesia (I saw them at Soekarno-Hatta) automated immigration gates – ie subway-like gates that read your passport, scan your biometrics, and let you in and out. You may or may not require prior registration to use them.
- When going back to the US, at the airport in Indonesia, show your Indonesian passport. If you're only transiting in Malaysia, show your US passport to to the airline staff – who don't care – so that your luggage is tagged all the way to the US. At immigration in Indonesia, only show your boarding pass to Malaysia, and Indonesian passport.
7a. If you are transiting only, in Malaysia at the boarding gate show your US passport. Airline staff are not interested in what stamps you have, only that the name on the boarding pass and on the passport match, and that the passport allows you to fly there.
7b. If you decide to stay in Malaysia for a couple of days, show your US passport, and get stamped in and out.
- Landing in the US, obviously show your US passport. If the CBP officer asks for an entry/exit stamp, and you only transited, show them your Indonesian passport. If you stayed a couple of days, you'll have Malaysian entry/exit stamps.
I would however avoid Malaysia – as I said the officers there tend to be nosy – and instead use a country or region that doesn't care. HK is a good choice (and they issue a piece of paper instead of a stamp). Singapore and South Korea only care about THEIR citizens' (lack of) dual citizenship. No stamps either.
