How can I get my checked in baggage at B (Kuala Lumpur)?
Your first flight from Manila to Kuala Lumpur is through Air Asia which lands at KLIA2. Your second flight from Kuala Lumpur to Kathmandu is through Malindo Air which departs from Main Klia (Kuala Lumpur International Airport) which is a separate terminal and you definitely need to clear customs and immigration at KLIA2. Remember KLIA and KLIA2 are separate terminal and allow extra time in order to move from KLIA2 to KLIA main terminal.
Therefore, you need to check-in your luggage first at Manila airport and again at KLIA Malindo Air counter.
Do I need a visa of B just to get my checked in baggage?
Yes, as a Nepalese National you need a visa if you are planning to enter Malaysia. However there is an exception to leave the transit area when in transit between Main Terminal and KLIA2 if the connecting flight is operated by Malaysia Airlines (MH) or Air Asia (AK).
Source: Visa And Passport Requirement
National Nepal (NP) /Embarkation Philippines (PH)
Transit Malaysia (MY) /Destination Nepal (NP)
ALSO CHECK DESTINATION INFORMATION BELOW:
TWOV (Transit Without Visa):
Visa required, except for Nationals of Nepal holding confirmed onward tickets for a max. transit For details, click here time of 120 hours at Kuala Lumpur (KUL), if arriving in and departing from the same terminal. (SEE NOTE 51541)
NOTE 51541: It is only permitted to leave the transit area when in transit between Main Terminal and KLIA2 if the connecting flight is operated by Malaysia Airlines (MH) or Air Asia (AK). When leaving the airport transit area,
passports must be valid for at least 6 months from date of
"As you have already mentioned that you are using Malindo Air, you will not be permitted to leave the transit area. Therefore you need a Malaysian visa for this itinerary as a Nepalese citizen."