I updated the ServerAddress in the setup.cfg file to be an alias name to
the actual GWM server. However, when I use the Messenger HTML page to
install the Messenger client (using the nvlmsgr.exe), it still said the
actual hostserver address instead of the alias.

Did I miss other steps?

The goal is when I move the GW server, I just need to change the alias and
users don't have to change the server name.