I will take this question:
- "Are the ancestors of Malays (of Malaysia) from Yunnan, China?"
as:
- "Was the Neolithic (Early Holocene) expansion of (Pre-) Austronesian-speaking communities into Island Southeast Asia (ISEA) from Yunnan, China?"
The only answer, at this point, is: we don't know.
We don't know because they are competing models to explain how indigenous Malays (Proto-Malays) arrived at Island Southeast Asia (ISEA).
The original hypothesis was Out of Taiwan by Peter Bellwood, in his book: "Prehistory of the Indo-Malaysian Archipelago" (University of Hawaii Press, 1997). His original hypothesis rested mainly on linguistics, namely, the Austronesian family language, and because of population pressure from agriculture (agrarian expansion). Since then he has released a revised 2007 edition, with updates to cover more ground, and freely available as ebook now.
Since then, there's been other hypotheses, not based on agrarian but fisher-forage-trader culture and via southwest China (Yunnan?), into Vietnam, Thailand, and finally Peninsular Malaysia. Research from genetic, archaeological and linguistic analysis are inconsistent.
This diagram might help, left (new hypothesis) vs right (Out-of-Taiwan). I have kept title of article and explanatory notes:
The latest book on this 'saga' is New Perspectives in Southeast Asian and Pacific Prehistory (Terra Australis 45), ANU: March 2017. Also available as ebook (free). Book description:
This volume brings together a diversity of international scholars, unified in the theme of expanding scientific knowledge about humanity’s past in the Asia-Pacific region. The contents in total encompass a deep time range, concerning the origins and dispersals of anatomically modern humans, the lifestyles of Pleistocene and early Holocene Palaeolithic hunter-gatherers, the emergence of Neolithic farming communities, and the development of Iron Age societies. These core enduring issues continue to be explored throughout the vast region covered here, accordingly with a richness of results as shown by the authors.
Befitting of the grand scope of this volume, the individual contributions articulate perspectives from multiple study areas and lines of evidence. Many of the chapters showcase new primary field data from archaeological sites in Southeast Asia. Equally important, other chapters provide updated regional summaries of research in archaeology, linguistics, and human biology from East Asia through to the Western Pacific.’