What's in your User folder shouldn't have anything to do with what's in your Custom folder so it's not that afaik
Either way if you wanna use cfg.tf here's how:
Step 1: Click on first dropdown (soda popper in screenshot)
Step 2: Select first item in list (Scattergun, FaN, Backscatter)
Step 3: Select the crosshair these 3 weapons should use in the other dropdown (in the screenshot I chose Brackets)
Step 4: Press Add. You now see it get added to the list (items with the red cross symbol in my screenshot)
Step 5: Now repeat this for every weapon in that first dropdown list.
You also have the option to pick custom explosions for rocket launchers and such
(these are simply smaller to avoid visual clutter. If you don't know/need them then don't bother)
Step 6: Download Package
Step 7: Unzip the crosshairs.zip, put the unzipped folder called Crosshairs in Custom
Step 8: cl_crosshair_file "" (or the None crosshair in Options > Multiplayer, but you know how to use console)
Here's an example of my own setup. note the path tf\custom\crosshairs\materials\vgui\replay\thumbnails
All that matters for you is that you have the folder in tf\custom. cfg.tf already does all the work for you after you select a crosshair for each weapon. You just need to make sure you put the folder in the right place.
Everything underneath is additional information so you can find if anything went wrong
The files in the Thumbnails folder are the crosshair images (VTF files)
The VMT files are simple txt files that help the game handle the VTF images
Cfg.tf's folder should look the same but there will be way more VTF images in this folder (all the ones available on the site)
in the Crosshair folder you'll find a Scripts folder.
This contains a bunch of txt files. These txt files are what tells the game what a certain weapon's stats are. Here is where the path leading to the None crosshair is changed (you'll find the Thumbnail folder path near the bottom of these files)
For reference I currently have 76 files in the scripts folder. if you're missing one you can check manually here. Any missing file will result in you not having a custom crosshair for those weapons
If you wanna know why and how this works:
The Thumbnails folder is used by the game for thumbnail previews of the old replay system.
Since this can theoretically be any image of in-game gameplay it is not checked by sv_pure 2.
The txt files for the weapons consider this a valid path for crosshairs. So combining the crosshairs in the unchecked Thumbnails folder and the txt files for weapon stats you can alter the in-game None crosshair to use custom images