The shortcut to run Config for each mod is a little different than the shortcuts to run the game. Instead of putting the path to the mod in the Start in: value of the shortcut property, add a space then the mod path to the end of Target: after the Config.exe. Example:
Target: C:\Maelstrom\gentlemen-of-fortune-maelstrom-engine\DirectX9_32bit\Config.exe "C:\Maelstrom\games\gentlemen-of-fortune-historical-eras-module-2"
The dialog problem might be an invalid language, so when you launch the Config successfully, select English and Save, then try the game.