Why does my custom cursor disappear when I do certain things?

[Windows Central Question]

Basically, this only happens to me with custom cursors and when I do things such as play games that hide the cursor or watch YouTube videos in fullscreen, when it hides the cursor, it seems to hide the cursor that was currently showing, and it still lets me use it but I can't see it until I blindly find my way to the cursor settings and change it back to the normal cursor. This doesn't happen with the normal cursors and it's really annoying. How can I fix this?