I just had a look for Europcar. München West seems to be not too far from the S-Bahn Station Pasing (well, within the city but not downtown).

Where do you have to drop off your car and where are you going first? There is a Europcar station in Freilassing, that is on the German side of the border next to Salzburg. Maybe, you might consider going by train to Salzburg/Freilassing. In case your train does not stop in Freilassing, just go back one train station. Pick up your car, go to Berchtesgaden, then to Füssen and drop off your car - lets say - on the Hauptbahnhof in München or the Airport.

Hertz seems to be pretty much the same.