A records pointing to your game server IP will automatically connect to the 27015 port if not specified, like with any IP.
Code:
] connect hldm.domain.org
will connect to hldm.domain.org:27015
There's no way to use a subdomain to point to another port, unless you do an overly complicated process of getting another ip, create an A record to that IP, then tunnel the data to the 27015 port to the desired port.