My husband-to-be is from abroad. Can the mahr be set in his country's currency or in gold?

Yes; a mahr is valid in any form of property that has value and a clear amount, including foreign currency or gold. What matters is that the amount or weight is stated precisely and agreed by both sides. For registration, the religious office may ask for its value to be recorded in ringgit or at the rate set by the state, so ask beforehand. If the mahr is gold, state the weight, not just ‘a necklace’, so there is no dispute later. The mahr belongs entirely to the wife, and she is free to use it. Choose what makes things easy, because a light mahr does not lessen the worth of a marriage. See mahr (dower).