OK, at this point I have no idea *what* group of Malkioni you are talking about. Brithini? Old Hrestoli? New Hrestoli? Safelstran Henotheists? Rokari? Each approach caste differently.
That being said, caste restrictions are by and large "policed" by the castes themselves. Caste is your community. Let's use a Rokari community as an example. If you are a Dronar by birth (where that matters) and you try to become a Horal, you lose your Dronar community. Likely the local Dronari elders hold a meeting and expel you, rendering you an outlaw, a barbarian (just as an Orlanthi clan would do if you started consorting with Chaos). The Horali community you try to join rejects you as well, since you are not "of them". Maybe you join some band of barbarian mercenaries (who do get hired from time to time by the Seshnelan rulers), but you are now an outsider, a barbarian.
So why do the communities do this? Largely because they think it is right (why do Orlanthi clans outlaw people who transgress against their rules?). This is where the wizards come in - they are, in most Malkioni areas, the people who expound upon the meaning of the law and the holy books. They do not rule, they do not decide, they do not mediate between groups; they know the magical and spiritual secrets and manipulate the universe for the benefit of the greater community. If the local wizards say that the Sharp Abiding Book reveals the Laws of the Creator, and that book prohibits movement between caste, then few will argue (especially when those wizards have been very successful in blessing the realm using that book).
So let's go back to our little Rokari community. Our caste transgressor gets both the local Dronari community and the local Horali community angry, so the elders of each community appeal to the local Talar (whose family rules this district at the sufferance of the King). The talar asks the wizards what the Sharp Abiding Book says about such transgressions. The wizards read from the book, the talar considers how to the trangressor's deeds apply to the revealed law and makes a decision.
Now if the talar's decision upsets the wizards, they might complain to the High Watcher or even the Ecclesiarch, who in turn might complain to the One King. Or maybe they might later inform the talar that the problems afflicting the community are because he has transgressed from the law. Or maybe they will refuse to cast spells on his behalf until he purifies himself of his error.
Jeff
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