It could be worth trying to run it using Proton instead of just stock WINE. Obviously no guarantee it would work but there’s a lot that’s been put into the Proton project to make games work better and something like a custom cursor seems in the realm.

https://github.com/Open-Wine-Components/umu-launcher

I’d try it in the umu launcher project.

Am officially maintained Docker image is no less a security concern than an officially maintained apt repo. Depending on how you set up a container stack it can even be more secure. An attacker gaining root access to a container that you’ve given extremely selective access to the host machine is far better than them gaining root access to your actual system.