Different place to apply visa

Hi all,

I am a Malaysian, currently working in Taiwan. I have been offered a job in Japan, and the company has applied my CoE, which I have also indicated that my intended place to apply for visa is the Japan embassy in Taiwan.

But my Taiwan work contract is ending soon, and I worried the CoE processing time might take longer than expected. If that happens, I might head back to Malaysia first.

What I want to ask is whether I can simply apply my Visa in Japan embassy in Malaysia instead after receiving the CoE from my employer? or do I need to notify any authority about this?

Thanks in advance :)