Buying flight ticket but in different situation

I doubt you can book both tickets under the same reservation (although some travel agents may be able to do it). But your best option would be to just buy the tickets separately and then select seats together. A few points on this:

• Many airlines allow you to select seats right when you buy a ticket. (Some airlines, however, charge a fee for this).
• Also, you can typically select seats when you check in, and this is usually free of charge. To get the best chance of getting the seats you want, you should check in online as early as possible (typically exactly 24 hours before the flight)
• Keep in mind that in wide planes, seating together with someone means that one of you will have a middle seat. Typically nobody wants the middle seat, so booking 2 seats together for a couple is not that difficult.
• If you still can't get seats together, you should politely approach the gate staff at the airport (where you board the plane), when they're not too busy (best to get to the gate as early as possible), and ask them. They can often reseat people.
• If this still doesn't work, ask someone in the plane to switch. Again, this should not be too difficult, because you will want one middle seat, and typically nobody wants them (e.g. if both you and your girlfriend have window seats, one of the passengers next to you would probably gladly trade their middle seat for a window seat)
• Finally, you may be worried about buying tickets separately (e.g. what if you buy your ticket, but then when your girlfriend tries to buy there's some error or there are no more tickets left at the price you want). This should not be too much of a concern with most airlines, because most airlines have a free 24-hour cancellation policy, so if you buy your tickets one right after the other, you'd be able to cancel your 1st ticket if there's a problem with the 2nd. (Obviously, check your actual airline policy first).

Depending on your airline you will be able to choose your seats coming to the US, however based on your situation, you will have to book 3 separate flights. 1 for your individual trip to Malaysia, 1 for your trip with her to the US and the last trip with her going back herself.

For getting seats next to each other, some airlines let you pick your seats. However, you need to check if those seats will be honored. Sometimes airlines will give you the option to pick your seat but it is not guaranteed. In a other cases where they do not let you pick seats online, you pick your seats when you check in so I advise you to get to the airport early so you can pick your seats. In the very worst case that you cannot pick your seat at the ticketing booth, you can go to the gate and ask the attendant there if someone is willing to switch their seats so you can sit next to each other.