Workaround (version 1)
I have only a workaround for you. I draw two arrows on each other, the arrowheads are shifted, so I manually move them slightly back. The first arrowhead's position is controlled by an extra point, the second arrowhead's position is controlled by an angle and a distance. Please try it if it fits your needs.
%! *latex mal-doublearrow.tex
\documentclass[landscape]{article}
\usepackage[a2paper]{geometry}
\usepackage{tikz}
\usetikzlibrary{shapes.arrows}
%\usetikzlibrary{fadings,shadows,arrows,positioning,shapes}
\pagenumbering{gobble}
\begin{document}
\tikzset{mal/.style={<->, >=stealth,
double arrow, line width=8mm,
draw=black, double arrow head extend=1.5cm, double arrow head indent=1.25cm}}
\begin{tikzpicture}%[scale=2,node distance=1cm, auto,baseline=-.5ex]
\node (dummy) at (-5,15) {};
\begin{scope}[remember picture,overlay,at={(dummy)}]
\def\malpath{(7,5)-- (8.75,4.75) arc (440:160:7.5)--+(65:2)}
\draw[mal] \malpath; % I'm trying to align my double arrow shape with this arc.
\def\malpath{(7.2,5)--(8.75,4.75) arc (440:160:7.5)--+(65:1.8)}
\draw[mal, line width=6mm, draw=yellow] \malpath;
\end{scope}
\end{tikzpicture}
\end{document}

Edit (version 2)
%! *latex mal-doublearrow.tex
\documentclass[landscape]{article}
\usepackage[a2paper]{geometry}
\usepackage{tikz}
\usetikzlibrary{arrows.meta,shapes}
\pagenumbering{gobble}
\begin{document}
\tikzset{mal/.style={<->, >={Stealth[length=40mm,sep=-5mm]},
double distance=6mm, line width=5mm,
draw=black, double=yellow}}
\begin{tikzpicture}
\begin{scope}
\draw[mal](6.5,5)--(8.75,4.75) arc (440:160:7.5)--+(70:2);
\end{scope}
\end{tikzpicture}
\end{document}
