If you just want to use the nvim command with sudo, keep ~/.config/nvim, you don't need create other config files.
Run:
sudo -E nvim /path/to/file
Or:
EDITOR=nvim sudoedit /path/to/file
EDITOR=nvim sudo -e /path/to/file
From man sudo:
-E, --preserve-env
Indicates to the security policy that the user wishes to preserve their existing environment variables.
The security policy may return an error if the user does not have permission to preserve the environment.
-e, --edit Edit one or more files instead of running a command. In lieu of a path name, the string "sudoedit" is
used when consulting the security policy. If the user is authorized by the policy, the following steps
are taken:
1. Temporary copies are made of the files to be edited with the owner set to the invoking user.
2. The editor specified by the policy is run to edit the temporary files. The sudoers policy uses the
SUDO_EDITOR, VISUAL and EDITOR environment variables (in that order). If none of SUDO_EDITOR, VISUAL
or EDITOR are set, the first program listed in the editor sudoers(5) option is used.
3. If they have been modified, the temporary files are copied back to their original location and the
temporary versions are removed.
You can just run sudoedit /path/to/file if Neovim is configured as EDITOR in your shell config file. Example:
# .bashrc
EDITOR=nvim