That's not a crayfish. It's a Macrobrahium shrimp. It looks like it's just regrowing it's claws. That's why they are still short and stubby. Malaysia does not have any naturally occuring crayfish (except for maybe introduced Procambarus clarkii).
Yes, it's pretty common that locals in different locations in the world call Macrobrachium shrimp "crayfish." When I went to Jamaica the locals also called their Macrobrachium spp. "crayfish."
Small claws and the general appearance suggest that it may be female. One sure sign of sex in most macrobanchium sp is that males have large greatly extended claws which they use for display and a fighting with other males of the species.