Hello Dubcl
I made an important discovery, inside the advmenup.rc and could see maybe the source of this bug.
There is a function called : device_video_cursor off (auto,on,off), i discovered it was desing to made the mouse invisible.
Mine is off all the time, i changed it to on, just to check what could happen, and bam ! the cursor stay on the screen all the time.
So even using it with "off" there some sort of bug that on the moment GM exits from a game to Advmenu plus the mouse cursor appears for about 1 or 2 seconds, them dissapear again because it is "off" on the advmenup.rc
Remembering i disable all sort of funciontions, that could generate a mouse pointer, mouse, lightgun etc, in all advmenup.rc, mame.ini and ui.ini
I wrote a msg on the Advmenu Plus forum so our buddy daesdae could give a look on this particular function : device_video_cursor to see if exist some sort of combination so it could work propertly.
Thanks a lot !
Marcos