But later, can i build the wall back and rent the units out individually?
The earlier reply by Lydia is correct. You need to obtain approval from the management for any renovation/hacking to the walls. They should be able to advise accordingly since they can check against the engineer's structural plan.
On a separate note, you can read this review on Setia Sky Residences, if you're interested: https://www.propertyguru.com.my/new-property-launch/reviews/setia-sky-residences-kuala-lumpur-212593
Hope it all goes well for you!