[Th3822]

afaik to serve precompressed files on fastdl, you have to configure your server to do so, as the client won't ask for file.ext.gz, only file.ext
There are modules for serving static gzipped content that may help you, and even caching modules that will cache the compressed response and serve the cached one later, just search one for your webserver and there is lots of content on how to implement it.

btw, there is a new cvar (from ~2011) to disable serving files from hlds: "sv_allow_dlfile".
Set it to 0 to force downloads via fastdl.