Can I react before my opponent sacrifices Kog'Maw for Malzahar, and is there a window after Malzahar resolves?

Without any attack or defend triggers, the attacker keeps focus and can sacrifice Kog'Maw before you can react. Malzahar's resource-adding ability does not pass priority or focus — it finalizes and resolves immediately with no reaction window while on the chain (rule 429.2.a). After it resolves, the attacker still has focus and may play another appropriately timed action or reaction.