I've decided to just grab my cajones and go for it.
I've installed the 4.3.0 worldwide boot ROM firmware and that was happy, then downloaded the P525 cooked ROMs to get the ASUS language unlock utility, and ran that. It reported my country code as 420c (France) and proceded to unlock the device, so all should be well. I'm downloading the Malaysian WWE 4.3.15 firmware now, and will report back with how it goes once it's on the phone.
Wish me luck!
(for some reason I'm only getting 5kb/s off ASUS' ftp server, so could be 30 mins or so...)