I just noticed when trying to use the recent 'window_set_cursor' version of this thing in the newest GM (v2022.9.1.51 Runtime: v2022.01.66) it only seems to work properly when I run the game as an HTML! In Windows it doesn't change the cursor! Any ideas?

How does the more recent version work? It has entirely different wordings for these commands it seems.

The new version comes with a native_cursor_v1_compat extension for backwards compatibility, though I recommend migrating to the new functions if you change cursors often (such as for animation).

If you need it in both Windows and HTML5, not for now.