You do not need to edit the source, you just need to add the cvar to your server.cfg
Using your example and link:
Code:
klog_url "s4lservers.site.nfoservers.com/killlog/"
You can do it by editing the source but you do not use "http://" and the url must end with a /. Thats my fault for leaving the example like that in the source.
If the plugin cannot connect to your database then your database information is incorrect or you changed the database.cfg and did not restart the server, which I believe is a requirement to update database.cfg. If this is not the case, ensure that your database and or user has remote access.