Big fan of independent SE Asia travel here. First took the children on trips of 4+ weeks when the youngest was six. Last trip was when the eldest was 14. It is dead simple to piece a trip together yourself. Book flights and hotels on the internet. Lots of coach/train/minibus connections to get you between towns and cities. Use local tour operators to get about on trips to sights.
My two loved halong bay, as they loved the islands and kayaking.
They enjoyed the puppet shows in ho chi Minh, and the big water park there.
Chaing Rai's White Temple is rather quirky. That's about the only thing I can remember them enjoying in Thailand. They were non plussed about our Bangkok/Phuket times
They also loved our overnight boat trip down the Mekong from Thailand into Laos. They woke up with elephants bathing outside their window.
We had lots of fun in Vang Vieng, high ropes, mud treks and the like.
Gibbon experience...just wow!
Swimming in the Kuang Si waterfalls were lovely.
Night markets in PP and Luang Prabang were good fun. Son loved Dine in the Dark. Daughter hated it. Daughter did love having a spa morning in PP. As they were old enough during our last trip, I took them to the Killing Fields & S21. I'm glad they understood the journey Cambodia had been on.
Stationery shopping in PBC is a definite with children your age. It was a staple every time we went.
Bamboo train in Battambang is a must. As is Phare. They could take or leave Angkor Wat. They were more receptive the second time we went, as they were a few years older then.
For beach time at the end, Koh Rong every time! Watch the first series of Race across the world to see one of the many great resorts available.
Personally I'd only go to two countries from the four you've suggested. Otherwise you'll be spread too thin and travelling more than enjoying. Malaysia has a very different feel to the other 3. Whichever two you choose, make sure Cambodia is one of them!