Interesting...Let's try.
Adding +name xxx to the shortcut...It works! :)

You can also create many configs xxx.cfg yyy.cfg etc...With different names and skins.
Then you can:
-make different shorcuts with +exec xxx.cfg or yyy.cfg etc...
-directly call them in game by typing exec xxx.cfg or yyy.cfg in the console
-adding lines in autoexec.cfg : bind x "exec xxx.cfg" and when playing just hit x to call the xxx.cfg

But this will overwrite your file config.cfg so it's good to make a backup

There's many other ways to customize the game, making scripts. I've never tried...