Try creatinga trail file that loads the desired config.pro file. Run Pro/ENGINEER from the command line, passing it the trail file to execute. If you have set the system environment variable "CONTINUE_FROM_OOS" = 1, Pro/ENGINEER will not exit when it comes to the end of the trail file.
J-Link can execute mapkeys. Thus, you could create a mapkey and use a J-Link application to start execute the mapkey on startup. The drawback is the use of mapkeys. That isn't much better than trail files. I'mdon't know if J-Link has a "read config.pro file" function.
You could change the startup working directory before starting Pro/ENGINEER. Or you could use a separate batch file to copy the desired config.pro into the startup working directory beforestarting Pro/ENGINEER.
We use a batch file that works very well. I have attached a copy of the batch file, but without our file locations. You can point to where they are within your company. Right click on the file and "Edit". Change locations of files.