Yes, when you use server.cfg to change cvars, keep in mind that on map change, the server executes the server.cfg first, and then every cfg needed by plugins.
You can do two things: comment the sm_deathrun_melee_only 0 line in the deathrun.cfg so you could change with different .cfgs or just delete that line from server.cfg and only edit it in the plugin.deathrun.cfg.