Where did malays come from?

There are, a number of places of origin for ethnic Malays. But you have to be careful which "Malay" you are referring to. Whether you are referring to the ethnic Malays centered around the Malay Peninsula or Malay Archipelago or the Malay Race which is focused on all of Southeast Asia, Oceania and the African island of Madagascar.

Theoretically, ethnic Malays; have three places of origin. China, Taiwan and the African island of Madagascar for Madagascar is where a lot of Austronesian people are descended from. Ethnic Malays, are thought to have their origins from two places in China. There is a Chinese scripture, that mentions a kingdom in China called "Mo Lo Yu", Malays are called "Melayu" in the Malay language. This is a theoretical, and legend-based. The other, is the Yunnan Province. There is where many, Southeast Asian ethnicities are thought to have derived from. Including ethnic Malays, Khmers (Cambodians), and the Tai-Dai peole (Vietnamese, Thai, Laotian). Also, ethnic Malays have genetic similarity with Taiwanese aborgines. Ethnic Malays, are Austronesian speakers so they definately have origin in Taiwan and Africa since those are the two places where all of Austronesian speakers are thought to have originated. Some ethnic Malays, also have some Indian origin as well, but those from Malaysia and Indonesia have some Indian origin. After Taiwan, the starting origin then reached the Philippines and then later Borneo, Sulawesi and Sumatra. Prior to this discovery, people (especially Filipinos) thought that Malays were from Indonesia and then sailed up north to Malaysia, Brunei and Philippines. And whenever I see that, the term "bogus" comes into mind. Big and bold as it is here. Because that is the best Word to describe that theory. Because the Malay language has no origin in the Philippines. Despite being disproven, Filipino schools STILL continue to preach this totally bogus lie which is why Filipinos these days yap on about how "totally ethnic Malay" they are yet they don't even speak the language. The Malays did come to the Philippines, but the Filipinos were already there from an origin in China and Taiwan. After the Taiwanese and Chinese lineage, the true Malay as an "ethnicity" started in Borneo and Sumatra. That is where the true ethnic Malays formed, that is where the Malay language began to take shape. Not the Philippines, therefore Filipinos are not "Malays" by ethnicity! Javanese, Sundanese and Balinese Indonesians all speak Malay (as Indonesian), they aren't ethnic Malays but they don't have a problem with it.

The Malay Race on the other hand, also has its origins in Taiwan and Madagascar. Meaning that Illocanos (Filipino), Tausugs (Filipino/Malaysian), all Filipino ethnic groups, Taiwanese, Javanese (Indonesians), Sundanese (Indonesians), all other Indonesian ethnicities are related and close to ethnic Malays but are not ethnic Malays. Vietnamese people also have some Malay (Austronesian) origin.