For the most part, you can set it up so HUD etc. will use different fonts. (player names etc.) You probably know this, but you can set what fonts are used with the HUD settings.
http://dcemulation.org/?title=OpenBORManual#HUD_location
But some screens, like shutdown credits and hi-score will always use font/font2 and some parts always use font4
Also in case you're not aware you can have extra fonts.
Code:
0 = font.png (default)
1 = font2.png
2 = font3.png
3 = font4.png
4 = font5.png (optional)
5 = font6.png (optional)
6 = font7.png (optional)
7 = font8.png (optional)
So set you're HUD to use font 4-7 and you can change menu etc. without affecting the in level stuff.