1) Is there any way that we could get married lawfully in Malaysia without him converting?
You're asking an impossible question to which the answer is I am sorry to say no. He has to convert if not there can't be any marriage, you two may be charged with khalwat and may even end up in jail. There is an alternative. You denounce your muslim faith but I think this is even harder road to pursue than him converting. It can be done but it will involve a long and difficult process which I am afraid you may not even comprehend the consequences.
2) Is it possible to get married overseas, and be recognized as an interfaith marriage by Malaysian law?
No. All marriages must be registered in Malaysia if you plan to move back to Malaysia and since he did not convert, sorry, your marriage to him is not recognised.
3) Is there any consequences if we get married overseas but did not register it in Malaysia after we get back?
Yes. Your marriage is not valid here. You will be charged a fine if you registered late. MORE IMPORTANTLY as you're a Malaysian Muslim and he is not a muslim, there is a slight issue called khalwat. You better speak to a syariah lawyer about that. You wouldn't want to end up in jail.
4) If he do a fake conversion into Islam so that we can get married in Malaysia, is it possible for his name, IC and passport details remain unchanged?
There is no such thing as fake conversion. He has to go to JAKIM if I am not mistaken, he has to adopt a more Muslim name and his IC will have to be changed. everything has to be changed, including his rights to will away his property. The only fake conversion is in the worshipping itself. You may be a muslim in name but if you don't practice it, I don't think you're a true muslim and even that you will have to go to court to prove you're not a practicing muslim to denounce the faith.
Since he is so devout I am sorry to say the marriage is not possible. A solution is move out of Malaysia and never return to settle down. Singapore for example. Anywhere else where he is not required to convert. Question is is he willing to do that? But love is love. Talk to a syariah lawyer and explore your options. But with certainty I can say to your question 1, 2, 3, and 4, the answer is no.