This one isn't really SourceMod related, but related to the general operations of your sever, so therefore I moved your thread to Source Servers (SRCDS).
If you run your server on Linux, and have root, you can do it with CHATTR.
It is all explained in
Prevent steamCMD from re-downloading delet maps (Post #2) and
Prevent steamCMD from re-downloading delet maps (Post #2).
It works perfectly fine if you follow the advice on these posts 100%, which OP over in that thread unfortunately didn't do.
Cannot help you with doing it on Windows though, for that you could try Googling whether it is possible or not to make a file "immutable" on Windows like you can on Linux.
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