Are you only testing the main menu, or are you entering a level? The SNDINFO method that you're using only works for levels, not menus, as
Gez said in an earlier post:
Gez wrote:Oh yeah, this will only replace the soundtracks during level, so you still won't hear the ripped CD music during game load, menu, intermission, and end.
With that said, your setup works fine for me within levels.
(As a tip, you can load a folder as a WAD by specifying the folder itself instead of its files in gzdoom-*.ini. In your case, it will allow the filter folder to be used as intended so that Hexen can have one music order while Deathkings has another.)