One other thing I'd mention is that there are people who have posted all of the cutscenes from the various TOR storylines on YouTube. You have to pay attention to how the player managed the storyline though...in TOR, the choices you make affect the options open to the player and it is even possible to play your character as a dissident. That means rogue or Dark Jedi, and even dissident Sith can be out there and the videos may not be clearly labeled as to which Force alignment the player is following. (For instance, the videos I watched for the Sith Inquisitor turned out to be for a dissident.)
I don't know which storyline involves Malgus, only that it doesn't seem to have been the Sith Inquisitor.
I've mostly done Imperial side, but most of Malgus's involvement in The Old Republic is through cameo appearances in FlashPoints, IE missions designed for multiple people to participate together in rather than in one Class Storyline. He has 2 flash points that he himself are the subject of, and before then he's sort of the 'Debriefer' for all the other Flashpoint missions that the Imperial side goes through. I don't want to go into Details for the sake of spoilers, but he proves himself a powerful, and relatively influential Sith, he's easily my favorite character in the MMO and I wish they did even more with him than they did.