Clean air. That would be my first real concern.
Second, what are the temps of the water you're diving in for these checkouts? I found I'm significantly more tired after diving in cold water than in warm water. I suspect in Malaysia that's not a real concern but cold is a relative thing. Perhaps add more exposure protection.
That said, if your wetsuit(s) are too tight, especially around the neck, you can get similar symptoms, in my experience.
And finally, seasickness can wear you out. My last dive was two weekends ago. I spent the entire 2-3 hour boat road back to the dock sick. I was only physically sick a couple of times during that period but I felt miserable the whole time. It took a couple hours and nap in my car to relieve my symptoms. I'm 41 and in reasonable shape. If you've just started diving and are generally not living an "active" lifestyle it's most likely that you've just overexerted yourselves and is compounding some mild motion sickness.
Again, none of this should be overlooked and you should consult a physician. Also, consider investing in a CO (Carbon Monoxide) monitor and learn how to test your tanks for clean air, just in case.