I just returned from Malaysian yesterday to Chiang Mai. I crossed into Malaysia at DanNok (Sadao) on 1July with a Visa exempt which expired on 2 July. I visited a friend at a marina in Langkawi for 5 days before returning.
I took a taxi from Hat Yai to the border which cost me 800baht, then got stamped out at the Thai Immigration before walking the 300 meters of so to the Malaysian Immigration building.
I was the ONLY person walking and the only person that I saw entering Malaysia. I had downloaded the MySejahtera app in Hat Yai the night before but had a few problems entering data. The Malaysian official helped me complete the Travel Pass when I entered.
When you exit immigration there is nothing there to do. It is a 6 kilometer trip to the next small town with no taxis waiting there and very few people about.
Luckily a GRAB driver was pulled over 100 meters past the immigration building and he took me to Kuala Pergis where the ferry crosses to Langkawi. This was another adventure in itself.
When I returned 5 days later, I looked for a place to get stamped out of Malaysia. I walked around for 10 minute asking where I could get an exit stamp. At least three people told me to keep walking.
I even asked a POLIS officer where I could get "stamped out". He looked at my passport and said, "keep walking".
So I assumed perhaps that I no longer needed to get a stamp and walked back to the Thai office. When I got there I was told to walk back and get an exit stamp.
The same official that stamped me in 5 days ago in the same office finally put an exit stamp in my passport.
The whole process was not EASY and nothing like past experiences of many years ago.