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Sorry to say, immigration have acted correctly according to immigration rules. You have to go back to your country and start again. You need to follow them, with the involvement of the study centre where you are enrolled - https://educationmalaysia.gov.my/how-to-apply.html

"If you are in Malaysia as a tourist (holding a social pass), you will be required to exit the country before you apply for a student pass. Once your Visa Approval Letter has been issued, you may make arrangements to travel to Malaysia as a student."

https://educationmalaysia.gov.my/how-to … ysia.html/

All the clearances need to be done, before you get your single entry visa (VDR) to allow you to enter Malaysia to take up a study here.

E-visas are only valid for tourist visits and cannot be converted to any other permit.

"The Visa requirements for a foreign student are simple and straightforward. Before you can begin your studies, you must apply for a Student Pass. This application is made by your chosen institution to Education Malaysia Global Services. Once you have successfully applied for a Student Pass you will have to get a single entry visa through the Malaysian Embassy or High Commission in your home country. EMGS cannot apply for this visa on your behalf. Please contact your local diplomatic mission. Entry visa requirements are set by the Department of Immigration."

Medical Screening
https://educationmalaysia.gov.my/how-to … ning.html/

New international students are mandated to undergo the following medical screenings in accordance with the requirements of the Malaysian Ministry of Education. In addition, the medical screening results shall be certified in accordance with the medical screening guidelines set by the Ministry.

https://educationmalaysia.gov.my/how-to … nics.html/

1. Pre-arrival/Out-of-Country Medical Screening

As a new international student, you will be required to attend a medical screening while you are still in your home country. You will then be required to submit your pre-arrival medical examination report together with all other relevant documents required to the institution. If the medical screening is done at a registered overseas clinic, the medical examination report will be automatically submitted online by the clinic.