I managed to get things set up and can run it, but I wanted to change the config. I tried using the same method I did to make the shortcut, but it tells me this when I try to open the shortcut.

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Error
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Could not find start.ini, language.ini and/or options file in game directory: C:\Maelstrom\DirectX9_64bit\
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OK   
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Also when I talk to regular people in the bar, (gamblers and drunks) I get a message saying "I can't open the dialog file Habitue_dialog.c for this character"

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.