record it as a video so that you can show to the security guys. Also, try every day whenever you have time. You must choose "visa collection" on the webpage
KL takes one day. You submit the papers and next afternoon you pick it up. Be careful with the documents. If one is missing, you will be rejected. Specifically bank statements. You must book submission and reception dates at the same time. No reservations no entry into the consulate.
if providing everything they need is not a problem for you, you can do it in Penang. They require lots of documents though. The nearest copy center is far away so you need to prepare everything in advance
My chinese friend did her 2nd in Penang. She was told not to apply at Penang next time. As long as we understood, Penang offers only twice when it comes to Thailand Tourist Visa. I know a lot of people go to Vientiane.