I've had a similar problem.
It works when the screen is in windowed mode
but the mouse doesn't show nor appear in fullscreen
mode.
And by that I mean:

when I hit the alt+enter keys to alternate back and forth between windowed and full screen modes.
Also when I manually set for a fullscreen mode in the function main.

And I have used all the modes for mouse_mode too.
I wonder if there is some sort of Show_Mouse and Hide_Mouse commands that I have to call when in fullscreen mode??