There aren't many of these, so we can skim through them fast.

If you want to flip an option you know by name and refuse to engage with the option manager visuals, you can just drop in to the ex-mode and type set the.option = 1234. See man elinks.conf (5) or the options manager for the list of options; you can also get a complete options tree saved to elinks.conf if you set config.saving_style = 2 (but do NOT keep that setting unless you know what are you doing; if we change a default value of some option in future releases, we (generally) know what are we doing - this change won't propagate to you during an upgrade if you already have the original default value saved in your configuration file, though).

It's the same story with keybindings. You can use bind "main" "h" = "move-cursor-left". It's not the same story with keybindings documentation. There is the elinkskeys (5) manual page but it's horribly obsolete, so don't rely on it. You can refer to the keybindings manager for names of actions and even their short descriptions. Also, all the bind commands are saved to the configuration file if you set config.saving_style = 2 (but see above).

You can also use include my.conf, which will read my.conf as an ELinks configuration file.

Actually, ELinks would eat #blahblah blah too, if you see a point in feeding it that kind of stuff.