To fix your reported issues of the cursor disappearing when you click on the player in the browser, you’ll want to change the control scheme to “Hovering Mouse”. This can be achieved using the UI like in the picture below or appending ?HoveringMouse=true to your URL (eg http://localhost/?HoveringMouse=true).
Additionally, you could modify the project settings to always have a software cursor visible in UE so that there’s always a cursor regardless of mouse lock status: PixelStreamingCloudGuide/FAQ.md at main · TensorWorks/PixelStreamingCloudGuide · GitHub