N the answer is ..... Kota Kinabalu!!

So after the commotion of them departing for Malaysia.
MBC News came out with this article..
Those who have seen fan vids of them departing would recognise this picture.

SS501, At Kota Kinabalu for Surprise Present!



Basically the news mention that from 31st, they were planning to stay 4 days 3 nights at Kota Kinabalu.
DVD filming will be from 31st August to 3rd September at Gayana Resort at their coral beach. (Go make your reservations now!! XP)

Thereafter, they will be heading to Kuala Lumpur for an autrograph session.
(To be confirmed)

This DVD is scheduled to be releasing at the end of October in Korea and Japan together.

credits : MBC News