Pushing the speculation envelope, I would say this was mostly a spur-of-the-moment decision - a few days max. I haven't seen any evidence to the contrary. Then it's not likely at all that Anwar knew about it.
Also, isn't he under arrest already? And that is a very contentious situation in Malaysia. Seems to me he would want to use the event to further publicize his situation, not the reverse. The weaker the current gov't and PM are, the stronger his own position. And there's not a whole bunch more the current gov't can do to him. He's facing 5 years in in jail which comes with a permanent ban on holding political office so they are not able to intimidate him.
Is it possible that the current government is afraid of Anwar and his coalition and for that reason are trying to pin this on anyone or anything but his cousin in the cockpit.
Maybe part of this is internal political extortion — give in to our demands to share power or what we did here can and will be done again — we made a whole airplane disappear and made you look like fools and will do it again.
Is that why they are eliminating every other possibility before they finally center in on Captain Shah???