We're having similar problems.  All our users connect using the Horizon client from Windows PCs.  Right now my cursor is the cursor you'd get if you were resizing a column's width in Excel (see below).  It was working properly and changing appropriately earlier, but at some point is "froze" in this condition.  It is no longer changing appropriately (hourglass, resize, arrow, etc.).  I have found that I can disconnect my Horizon client and then reconnect (without restarting my VM) and the mouse will work properly again (for a while).  I have not yet identified a trigger.  I would appreciate it if anyone could share a resolution, workaround, or fix.