You picked the right base — Brickfields (Little India) has dozens of South Indian vegetarian options: banana leaf rice (specify veg, no fish curry ladled on), roti canai with dhal, thosai. Annalakshmi on Jalan Tun HS Lee is volunteer-run pure veg. Bangsar has Beetroot Stories and other modern veg cafes — Grab RM12 from Sentral. Chinese Buddhist veg exists in Chinatown (look for 素食 signs). Malay food is harder for strict veg — many dishes use shrimp paste (belacan) invisibly. Grocery: Village Grocer in Bangsar for tofu and snacks. Jalan Alor is meat-heavy; stick to Indian/Chinese veg pockets. Eggs appear in roti and noodles — say "no egg" clearly.
Middle Eastern strip on Jalan Ampang has falafel and hummus spots — not all strictly veg kitchen but options exist.
Pavilion food court has a veg counter — boring but safe backup.