You can draw your cursor on the top using
Group as layers.
I'm more concerned about speed: on my computers, the Sprite cursor is actually following the OS cursor but they don't move in sync: the Sprite is slower. I don't know how OS handle cursors, but when I occasionnaly get lags, the only thing that moves as usual is the cursor.
There is another problem, surely related to the previous one: when you move the cursor quickly out of the window, the sprite cursor doesn't disappear of sight, it remains near the side of the window.