Halflife doesn't allow you to set cvars which haven't actually been created yet,
and as such, the command line can only be used to set cvars which exist in the
engine itself.

You can use the method Metamod uses to set options on the command line, shown
here: http://metamod.org/metamod.html#configuration
This method is the "localinfo" buffer, one of two "info" buffers available for
server information, which mirror the client's "setinfo" buffer.

On the command line, use: +localinfo mysetting myvalue

Then, in your code, after creating your cvar, use the GetInfoKeyBuffer engine
function (and the InfoKeyValue function) to get the localinfo buffer value for
the "mysetting" key which you can then assign to your cvar.

A link to GetInfoKeyBuffer:
http://metamod.org/engine_notes.html#GetInfoKeyBuffer

As the notes imply, you will want to pass NULL to GetInfoKeyBuffer in order to
get the localinfo buffer.