Hi @magnefps,
The mouse is expected to disappear if you launch a full screen game in your primary machine because the focus now is in the app in the foreground which is the full screen game. In case you want to keep the mouse visible just run the game in Windowed mode.
This behavior will also happen not only with spacedesk but also with a dual/multiple monitor setup (using other similar apps or real extra monitor).
Please check this article and try the suggested workaround:
Mouse cursor disappears when playing games in full-screen mode