Got new passport havent transfer work permit to new one.can go abroad?

Thoughts:

1. Take your previous passport with you to prove you have a valid employment pass. (Has it actually expired yet although replaced?)
2. Request a letter with the official company stamp on it confirming your continued employment with the company
3. Take your latest pay slip.

Hopefully you have only had your new passport for a week or two.

Thank you so much gravitas. I will try preparing those document.
The old pasport has around 5 months left.
The new one I just got it for a week.

In addition, have you heard such event? That someone actually got discontinue to work in Malaysia anymore because the work permit is not available when re-entering?

No - it does not make sense. You have a valid work permit. You have proof. You have not had time to transfer, which does not make the work permit invalid. Worst scenario have you explored what are the requirements if you return to Malaysia on your new passport?  i.e. is there time to apply for a social visit pass in the normal way? Not sure of your nationality?

Edit: You look to be Japanese. Do you need a visa to enter Malaysia? If not, then you arrive in the normal way on your new passport, but having all the proofs and documents discussed above with you in your hand luggage.

If you can ask your HR to raise a question with ESD via the database, they might get an answer. But sounds as if the HR is bullying you.