Hi Geoff,
Currently there are some sort of rebellion/unrest going on in Lahad Datu, which is not far from Sandakan, I would not be too sure about the safety there. But the presences of heavy army and police forces will be noticeable. The dive sites on the kota kinabalu side will definately be safe. However the dive site at sipadan and surrounding is still unmatch but safety is questionable.
I think sandakan and turtle island would be a safe bet to visit, i would just stay away from sipadan semporna or anywhere near. And btw, Malaysia got a no spearfishing law imposed
dont even think of bringing ur gun in, consficate at custom almost imediately.
Oh ya,weather in malaysia is hot and humid all the time, with ocassional downpours.
Hope this helps, take good care and read for any travel restrictions/warnings from the gov.
Wilson