Currently, Australia has tough restrictions on liquids for both departing and arriving flights. These mean that for a flight to Australia, you will be re-screened before boarding the plane, with liquid restrictions in force again at this point.
One effect of this is that you can't buy duty free in Europe and take it with you to Australia on a "direct" flight, as you won't be allowed to take it with you through security when boarding the 2nd part of the flight. (Your only option would be to only check your bags as far as the change of planes, then collect your bag, clear customs and immigration, put the duty free in your suitcase and re-check. This'll only be possible on a long layover, and is impossible on the usual 1-2 hour stop on most "direct" Europe to Australia flights)
According to the TravelSecure Duty Free info page, if you buy duty free at the last airport you visit before boarding the final leg to Australia, and if that airport delivers your duty free to the gate, then you can bring duty free with you. However, if the airport doesn't deliver to the gate, and instead gives you your purchase, then you're stuffed as you won't be allowed to take it through the screening at the gate.
What I've not been able to find out is if Kuala Lumpur International Airport (KUL) offers duty free purchases delivered to the gate or not? Does anyone know if the duty free shops there do offer it?