Q: Why is it that it only affect HK and not KL?

A: What is the result when you do a traceroute? Maybe there is network/fiber optic congestion going to HK. Try doing data transfer from your site to the HK & KUL routers (don't use the PC/server) and verify if the results are the same.

"The engineer at HK keeps on telling me that it's the TCP window size that cause the problem." < --- Do your own investigations.